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

Sergey G. Bobkov
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Abstract

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.

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Sergey G. Bobkov. 2005-03-25. Concentration of normalized sums and a central limit theorem for noncorrelated random variables. https://doi.org/10.1214/009117904000000720

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