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Central limit theorem for complex measures
Authors:L Báez-Duarte
Institution:(1) Departamento de Matemáticas, I.V.I.C., Apartado 21827, 1020-A Caracas, Venezuela
Abstract:We prove two central limit theorems for real identically distribution random variables where the distribution is a complex-valued Borel measure mgr. The results involve the weak convergence of the suitably scaledn-fold convolution of certain complex atomic or absolutely continuous measures mgr of spectral radius 1 to ahypergaussian measure gammabeta whose Fourier-Stieltjes transform is exp(–theta2beta for a positive integer beta. The proof uses a generalization of the method of characteristic functions. Counter-examples are given to rather more general statements that had appeared previously in the literature. This research arose in connection with problems related to general tauberian theorems on the line for complexvalued summability methods which are discussed at the end of the paper. Some interesting examples are given generalizing well-known theorems related to Euler and Borel summability.
Keywords:Central limit theorem  complex Borel measures  continuity theorem for Fourier-Stieltjes transforms  spectral radius of Borel measure  hypergaussian measure  summability methods  tauberian theorems
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