منابع مشابه
A Probabilistic Proof of the Lindeberg-Feller Central Limit Theorem
The Central Limit Theorem, one of the most striking and useful results in probability and statistics, explains why the normal distribution appears in areas as diverse as gambling, measurement error, sampling, and statistical mechanics. In essence, the Central Limit Theorem states that the normal distribution applies whenever one is approximating probabilities for a quantity which is a sum of ma...
متن کاملThe Lindeberg central limit theorem
Theorem 1. If μ ∈P(R) has finite kth moment, k ≥ 0, then, writing φ = μ̃: 1. φ ∈ C(R). 2. φ(v) = (i) ∫ R x edμ(x). 3. φ is uniformly continuous. 4. |φ(v)| ≤ ∫ R |x| dμ(x). 1Charalambos D. Aliprantis and Kim C. Border, Infinite Dimensional Analysis: A Hitchhiker’s Guide, third ed., p. 515, Theorem 15.15; http://individual.utoronto.ca/ jordanbell/notes/narrow.pdf 2Onno van Gaans, Probability measu...
متن کاملLindeberg–Feller theorems on Lie groups
`=1 ∫ |x|>ε |x| μn`(dx) = 0 for all ε > 0, where x 7→ |x| denotes a fixed homogeneous norm on the Heisenberg group. Professor E. Siebert suggested a way to prove similar results for a Lie group G. The main step is the generalization of Lemma 1 in Pap [4] for an arbitrary Lie group G, which gives an estimation for the Fourier transform of a probability measure on G in terms of integrals of local...
متن کاملA Proof of a Non-Commutative Central Limit Theorem by the Lindeberg Method
A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in this paper relies on an assumption which is weaker than freeness.
متن کاملGeneralizations of The Chung-Feller Theorem II
The classical Chung-Feller theorem [2] tells us that the number of Dyck paths of length n with m flaws is the n-th Catalan number and independent on m. L. Shapiro [9] found the Chung-Feller properties for the Motzkin paths. Mohanty’s book [5] devotes an entire section to exploring Chung-Feller theorem. Many Chung-Feller theorems are consequences of the results in [5]. In this paper, we consider...
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ژورنال
عنوان ژورنال: Доклады Академии наук
سال: 2019
ISSN: 0869-5652
DOI: 10.31857/s0869-56524855548-552