A central limit theorem for m-dependent variables

Svante Janson

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arXiv · 2108.12263

A central limit theorem for m-dependent variables

Svante Janson

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Abstract

We give a simple and general central limit theorem for a triangular array of m-dependent variables. The result requires only a Lindeberg condition and avoids unnecessary extra conditions that have been used earlier. The result applies also to increasing $m=m(n)$, provided the Lindeberg condition is modified accordingly. This improves earlier results by several authors.

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Svante Janson. 2021-08-27. A central limit theorem for m-dependent variables. https://arxiv.org/abs/2108.12263

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