Central limit theorem for complex measures |
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Authors: | L Báez-Duarte |
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Institution: | (1) Departamento de Matemáticas, I.V.I.C., Apartado 21827, 1020-A Caracas, Venezuela |
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Abstract: | We prove two central limit theorems for real identically distribution random variables where the distribution is a complex-valued Borel measure . The results involve the weak convergence of the suitably scaledn-fold convolution of certain complex atomic or absolutely continuous measures of spectral radius 1 to ahypergaussian measure whose Fourier-Stieltjes transform is exp(–2 for a positive integer . 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. |
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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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