Concentration of normalized sums and a central limit theorem for noncorrelated random variables
Probability
2007-05-23 v1
Abstract
For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.
Cite
@article{arxiv.math/0503583,
title = {Concentration of normalized sums and a central limit theorem for noncorrelated random variables},
author = {Sergey G. Bobkov},
journal= {arXiv preprint arXiv:math/0503583},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009117904000000720 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)