On Kersting's proof of the central limit theorem |
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Authors: | G.Ch. Pflug |
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Affiliation: | JLU Giessen, Arndtstrasse 2, D-6300 Giessen, W. Germany |
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Abstract: | By an adaptation of a method originally invented by G. Kersting [1] for the calculation of the limiting distribution of Markovian processes the central limit theorem (CLT) is proven. Only the case of equal variances is considered. |
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Keywords: | Central limit theorem |
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