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

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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.
Published at http://dx.doi.org/10.1214/009117904000000720 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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