The central limit theorem for exchangeable random variables without moments (Q1089668)

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scientific article; zbMATH DE number 4005236
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The central limit theorem for exchangeable random variables without moments
scientific article; zbMATH DE number 4005236

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    The central limit theorem for exchangeable random variables without moments (English)
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    1987
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    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.
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    central limit theorem
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    tightness
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    exchangeable
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