A weighted central limit theorem

DOI10.1016/j.spl.2006.03.007zbMath1097.60008OpenAlexW1989458874MaRDI QIDQ2497809

Michel J. G. Weber

Publication date: 4 August 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.03.007

zbMATH Keywords

quasi-orthogonal systemsCLTASCLTweighted sums of iid random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

On complete convergence of triangular arrays of independent random variables ⋮ A note on asymptotics of linear combinations of IID random variables ⋮ Unnamed Item ⋮ On the asymptotic behavior of randomly weighted averages

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some examples of application of the metric entropy method
• A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
• On the \(L^p\) norms of stochastic integrals and other martingales
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Counting occurrences in almost sure limit theorems
• The Intersective ASCLT
• Convergence of weighted averages of independent random variables
• Uniform bounds under increment conditions
• A Gap Theorem

This page was built for publication: A weighted central limit theorem