Central Limit Theorem for dependent random variables
Clash Royale CLAN TAG#URR8PPP
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I am looking for a Central Limit Theorem for dependent random variables that is guaranteed by zero correlations between
all random variables plus some testable addition condition or conditions. I understand that uncorrelatedness by itself does not
guarantee a CLT (stated in Varadhan's book Probability Theory). A reference would also be greatly appreciated. In my problem,
the variance of each random variable is finite and nonzero, but tends to infinity as the number of random variables n tends to infinity.
central-limit-theorem
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up vote
0
down vote
favorite
I am looking for a Central Limit Theorem for dependent random variables that is guaranteed by zero correlations between
all random variables plus some testable addition condition or conditions. I understand that uncorrelatedness by itself does not
guarantee a CLT (stated in Varadhan's book Probability Theory). A reference would also be greatly appreciated. In my problem,
the variance of each random variable is finite and nonzero, but tends to infinity as the number of random variables n tends to infinity.
central-limit-theorem
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I am looking for a Central Limit Theorem for dependent random variables that is guaranteed by zero correlations between
all random variables plus some testable addition condition or conditions. I understand that uncorrelatedness by itself does not
guarantee a CLT (stated in Varadhan's book Probability Theory). A reference would also be greatly appreciated. In my problem,
the variance of each random variable is finite and nonzero, but tends to infinity as the number of random variables n tends to infinity.
central-limit-theorem
I am looking for a Central Limit Theorem for dependent random variables that is guaranteed by zero correlations between
all random variables plus some testable addition condition or conditions. I understand that uncorrelatedness by itself does not
guarantee a CLT (stated in Varadhan's book Probability Theory). A reference would also be greatly appreciated. In my problem,
the variance of each random variable is finite and nonzero, but tends to infinity as the number of random variables n tends to infinity.
central-limit-theorem
central-limit-theorem
asked Sep 7 at 9:34
Mostafa Naseri
11
11
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