The central limit theorem for exchangeable random variables without moments (Q1089668)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The central limit theorem for exchangeable random variables without moments |
scientific article; zbMATH DE number 4005236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The central limit theorem for exchangeable random variables without moments |
scientific article; zbMATH DE number 4005236 |
Statements
The central limit theorem for exchangeable random variables without moments (English)
0 references
1987
0 references
The paper deals with the question of existence of sequences \(a_ n\), \(0<b_ n\to \infty\) such that \[ (*)\quad b_ n^{-1}(X_ 1+X_ 2+...+X_ n-a_ n)\to N(0,1), \] where \(\{X_ n: n\geq 1\}\) is a sequence of exchangeable r.v.'s. The authors have proved that (*) implies that \(b_ n/n^{\alpha}\) must be slowly varying with \(\alpha =1/2\) or 1. Also necessary and sufficient conditions for (*) have been found.
0 references
central limit theorem
0 references
tightness
0 references
exchangeable
0 references
0.93187505
0 references
0.91721857
0 references
0.9160739
0 references
0 references
0.90387434
0 references
0.9004696
0 references