A central limit theorem for m-dependent variables
Probability
2021-08-30 v1
Abstract
We give a simple and general central limit theorem for a triangular array of m-dependent variables. The result requires only a Lindeberg condition and avoids unnecessary extra conditions that have been used earlier. The result applies also to increasing , provided the Lindeberg condition is modified accordingly. This improves earlier results by several authors.
Keywords
Cite
@article{arxiv.2108.12263,
title = {A central limit theorem for m-dependent variables},
author = {Svante Janson},
journal= {arXiv preprint arXiv:2108.12263},
year = {2021}
}
Comments
12 pages