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

• 成果类型: Article
• 署名作者: Bobkov, SG
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000720
• 发表日期: 2004
• 页码: 2884-2907
• 关键词: exchangeable random-variables; convex-bodies; weighted sums; inequalities; distributions; l(p)(n); models

摘要

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.