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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 m=m(n)m=m(n), 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

R2 v1 2026-06-24T05:28:11.310Z