A generalization of the Lindeberg principle
| dc.creator | Chatterjee, Sourav | |
| dc.date | 2005-08-26 | |
| dc.date | 2007-02-27 | |
| dc.date.accessioned | 2026-07-07T07:48:45Z | |
| dc.date.available | 2026-07-07T07:48:45Z | |
| dc.description | We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions of exchangeable random variables. This theorem allows us to identify, for the first time, the limiting spectral distributions of Wigner matrices with exchangeable entries. | |
| dc.description | Published at http://dx.doi.org/10.1214/009117906000000575 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0508519 | |
| dc.identifier | http://arxiv.org/abs/math/0508519 | |
| dc.identifier | Annals of Probability 2006, Vol. 34, No. 6, 2061-2076 | |
| dc.identifier | doi:10.1214/009117906000000575 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/124610 | |
| dc.subject | Probability | |
| dc.subject | 60F17 (Primary) 60G09, 15A52 (Secondary) | |
| dc.title | A generalization of the Lindeberg principle | |
| dc.type | text |