Abstract
We study the asymptotic behavior of distributions of normalized and self-normalized sums along suitable subsequences of noncorrelated random variables.
Original language | English (US) |
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Pages (from-to) | 604-621 |
Number of pages | 18 |
Journal | Theory of Probability and its Applications |
Volume | 48 |
Issue number | 4 |
DOIs | |
State | Published - Dec 2004 |
Keywords
- Central limit theorem
- Concentration
- Orthogonal polynomials
- Self-normalized statistics
- Typical distributions