A Converse to a Combinatorial Limit Theorem
Robinson, J.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 2053-2057 / Harvested from Project Euclid
Let $a_n(i), b_n(i), i = 1, \cdots, n$, be $2n$ numbers defined for every $n$ and let $\bar{A}(k) = \sum^n_{i=1} |a_n(i)|^k$ and $\bar{B}(k) = \sum^n_{i=1}|b_n(i)|^k$. Let $(I_{n1}, \cdots, I_{nn})$ be a random permutation of $(1, \cdots, n)$ and let $S_n = \sum^n_{i=1} b_n(i)a_n(I_{ni})$. If $\bar{A}(k)/\lbrack\bar{A}(2)\rbrack^{\frac{1}{2}k} \rightarrow 0\quad \text{and}\quad \bar{B}(k)/\lbrack\bar{B}(2)\rbrack^{\frac{1}{2}k} \rightarrow 0.$ then it is known that the condition of Hoeffding, $n^{\frac{1}{2}k-1} \bar{A}(k)\bar{B}(k)/\lbrack\bar{A}(2) \bar{B}(2)\rbrack^{\frac{1}{2}k} \rightarrow 0,\quad k = 3,4, \cdots,$ is sufficient for the standardized moments of $S_n$ to tend to the moments of a standard normal variate. It is shown here that these conditions are also necessary. The relationship of these conditions to the Liapounov conditions is pointed out.
Publié le : 1972-12-14
Classification: 
@article{1177690884,
     author = {Robinson, J.},
     title = {A Converse to a Combinatorial Limit Theorem},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 2053-2057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690884}
}
Robinson, J. A Converse to a Combinatorial Limit Theorem. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  2053-2057. http://gdmltest.u-ga.fr/item/1177690884/