On the central limit theorem for negatively correlated random variables with negatively correlated squares.

DOI10.1016/S0304-4149(99)00115-5zbMath1045.60024OpenAlexW2002187158WikidataQ127498848 ScholiaQ127498848MaRDI QIDQ1877400

Alexander R. Pruss, Dominik Szynal

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00115-5

zbMATH Keywords

central limit theoremStein methodGaussian tail distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10)

Related Items (3)

Asymptotic normality of the trace for a class of distributions on orthogonal matrices ⋮ Normal approximation for quasi-associated random fields ⋮ Non-uniform Berry-Esseen bounds for coordinate symmetric random vectors with applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The uniform central limit theorem for theta sums
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• The proof of the central limit theorem for theta sums
• A bounded \(N\)-tuplewise independent and identically distributed counterexample to the CLT
• Comparisons between tail probabilities of sums of independent symmetric random variables
• Dependent central limit theorems and invariance principles
• Limit theorems for theta sums
• Some pairwise independent sequences for which the central limit theorem fails
• An elementary proof of the strong law of large numbers
• Two central limit problems for dependent random variables

This page was built for publication: On the central limit theorem for negatively correlated random variables with negatively correlated squares.