Concentration of normalized sums and a central limit theorem for noncorrelated random variables

Sergey G. Bobkov

doi:10.1214/009117904000000720

Concentration of normalized sums and a central limit theorem for noncorrelated random variables

Sergey G. Bobkov

Mathematics

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	2884-2907
Number of pages	24
Journal	Annals of Probability
Volume	32
Issue number	4
DOIs	https://doi.org/10.1214/009117904000000720
State	Published - Oct 2004

Keywords

Central limit theorem
Concentration
Typical distributions

Access

10.1214/009117904000000720

OpenUrl availability

Full text

Cite this

@article{942d7290a39d434287f14144e73d387a,

title = "Concentration of normalized sums and a central limit theorem for noncorrelated random variables",

abstract = "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.",

keywords = "Central limit theorem, Concentration, Typical distributions",

author = "Bobkov, {Sergey G.}",

year = "2004",

month = oct,

doi = "10.1214/009117904000000720",

language = "English (US)",

volume = "32",

pages = "2884--2907",

journal = "Annals of Probability",

issn = "0091-1798",

publisher = "Institute of Mathematical Statistics",

number = "4",

}

TY - JOUR

T1 - Concentration of normalized sums and a central limit theorem for noncorrelated random variables

AU - Bobkov, Sergey G.

PY - 2004/10

Y1 - 2004/10

N2 - 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.

AB - 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.

KW - Central limit theorem

KW - Concentration

KW - Typical distributions

UR - http://www.scopus.com/inward/record.url?scp=8744250370&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=8744250370&partnerID=8YFLogxK

U2 - 10.1214/009117904000000720

DO - 10.1214/009117904000000720

M3 - Article

AN - SCOPUS:8744250370

SN - 0091-1798

VL - 32

SP - 2884

EP - 2907

JO - Annals of Probability

JF - Annals of Probability

IS - 4

ER -

Concentration of normalized sums and a central limit theorem for noncorrelated random variables

Abstract

Keywords

Access

OpenUrl availability

Other files and links

Fingerprint

Cite this