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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
Central limit theorem for certain classes of dependent random variables
M. Kaminski Oakton Community College
Abstract:
Our main interest in this article is the central limit theorem (CLT) for dependent classes of random variables. We computed the exact difference between the characteristic function of the sum of dependent random variables and the characteristic function of the sum of independent random variables of the same distributions. The obtained difference serves for defining the class of dependent random variables such that usual convergence in distribution to the normally distributed random variable holds. The dependency structure, as defined in our class of random variables, can be reflected in some physical phenomena.
Keywords:
central limit theorem, dependent random variables.
Received: 06.12.2004
Citation:
M. Kaminski, “Central limit theorem for certain classes of dependent random variables”, Teor. Veroyatnost. i Primenen., 51:2 (2006), 418–425; Theory Probab. Appl., 51:2 (2007), 335–342
Linking options:
https://www.mathnet.ru/eng/tvp65https://doi.org/10.4213/tvp65 https://www.mathnet.ru/eng/tvp/v51/i2/p418
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