CENTRAL-LIMIT-THEOREM BY POLYNOMIAL DEPENDENCE COEFFICIENTS

被引：3
|
作者：
BLACHER, R [1 ]
机构：
[1] IMAG LAB GRENOBLE, LMC, EQUIPE SMS, F-38041 GRENOBLE, FRANCE
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1995年 / 57卷 / 1-2期
关键词：
ORTHOGONAL POLYNOMIALS; CENTRAL LIMIT THEOREM; FOURIER TRANSFORM;
D O I：
10.1016/0377-0427(93)E0233-C
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study the asymptotic behaviour of normalized sums of n random variables Sigma(n) = n (-1/2)(X(1) + X(2) + ... + X(n)). We obtain a necessary and sufficient condition in order that the moments of Sigma(n) converge to the moments of a normal distribution. This condition is expressed by means of polynomial dependence coefficients rho(j1,j2) (...) (,jn). Then, one can obtain central limit theorems with minimal assumptions.
引用
收藏
页码：45 / 56
页数：12
相关论文
共 50 条
12345