A generalization of the Lindeberg principle

• Sourav Chatterjee ^[1]
  1. [1] University of California, Berkeley
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 34, Nº. 6, 2006, págs. 2061-2076
• Idioma: inglés
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• Resumen

  • We generalize Lindeberg’s proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions of exchangeable random variables. This theorem allows us to identify, for the first time, the limiting spectral distributions of Wigner matrices with exchangeable entries.