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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/74665For 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)Probability60C05, 60F05, 60F10. (Primary)Concentration of normalized sums and a central limit theorem for noncorrelated random variablestext