We give a proof of convergence of moments in the Central Limit Theorem (under the Lyapunov-Lindeberg condition) for triangular arrays, yielding a new estimate of the speed of convergence expressed in terms of νth moments. We also give an application to the convergence in the mean of the pth moments of certain random trigonometric polynomials built from triangular arrays of independent random variables, thereby extending some recent work of Borwein and Lockhart.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-cm106-1-13,
author = {Christophe Cuny and Michel Weber},
title = {On the convergence of moments in the CLT for triangular arrays with an application to random polynomials},
journal = {Colloquium Mathematicae},
volume = {106},
year = {2006},
pages = {147-160},
zbl = {1106.60032},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-cm106-1-13}
}
Christophe Cuny; Michel Weber. On the convergence of moments in the CLT for triangular arrays with an application to random polynomials. Colloquium Mathematicae, Tome 106 (2006) pp. 147-160. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-cm106-1-13/