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arxiv: math/0503583 · v1 · submitted 2005-03-25 · 🧮 math.PR

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

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keywords concentrationnoncorrelatednormalizedrandomsumsvariablescentraldistributions
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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.

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