A remark on the connection between the large deviation principle and the central limit theorem (Q1314719)
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: A remark on the connection between the large deviation principle and the central limit theorem |
scientific article; zbMATH DE number 503678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on the connection between the large deviation principle and the central limit theorem |
scientific article; zbMATH DE number 503678 |
Statements
A remark on the connection between the large deviation principle and the central limit theorem (English)
0 references
10 October 1994
0 references
For the family \(\{X_ t\}_{t\geq 1}\) of real random variables, under some regularity condition the convergence of \(t^{-1/2} X_ t\) in distribution to normal distribution is a consequence of the large deviation principle.
0 references
central limit theorem
0 references
large deviation principle
0 references
0 references
