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.
Publié le : 2004-10-14
Classification:
Concentration,
typical distributions,
central limit theorem,
60C05,
60F05,
60F10
@article{1107883341,
author = {Bobkov, Sergey G.},
title = {Concentration of normalized sums and a central limit theorem for noncorrelated random variables},
journal = {Ann. Probab.},
volume = {32},
number = {1A},
year = {2004},
pages = { 2884-2907},
language = {en},
url = {http://dml.mathdoc.fr/item/1107883341}
}
Bobkov, Sergey G. Concentration of normalized sums and a central limit theorem for noncorrelated random variables. Ann. Probab., Tome 32 (2004) no. 1A, pp. 2884-2907. http://gdmltest.u-ga.fr/item/1107883341/