Lyapunov central limit theorem

E683053

The Lyapunov central limit theorem is a version of the central limit theorem that provides sufficient moment conditions under which the normalized sum of independent (not necessarily identically distributed) random variables converges in distribution to a normal law.

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Lyapunov central limit theorem canonical 2

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Statements (35)

Predicate Object
instanceOf central limit theorem variant ⓘ
probability theorem ⓘ
appliesTo independent random variables ⓘ
not necessarily identically distributed random variables ⓘ
assumption Lyapunov condition on higher moments ⓘ
linked to: Lyapunov condition

existence of moments of order 2 plus delta ⓘ
independence of summands ⓘ
category asymptotic theorems ⓘ
theorems in probability theory ⓘ
comparedTo Lindeberg–Feller central limit theorem ⓘ
conclusion asymptotic normality of sums ⓘ
normalized sum converges in distribution to a normal distribution ⓘ
ensures Gaussian limit for sums under moment bounds ⓘ
field probability theory ⓘ
formalizes conditions for normal approximation of independent sums ⓘ
generalizes classical central limit theorem for i.i.d. variables ⓘ
hasCondition Lyapunov condition with parameter delta greater than 0 ⓘ
hasFormulation in terms of normalized centered sums ⓘ
historicalPeriod late 19th century mathematics ⓘ
implies standardized sum converges to standard normal distribution ⓘ
namedAfter Aleksandr Lyapunov ⓘ
provides sufficient conditions for central limit behavior ⓘ
relatedTo Berry–Esseen theorem ⓘ
law of large numbers ⓘ
moment conditions in probability theory ⓘ
requires finite variance of each summand ⓘ
non-degenerate limiting variance ⓘ
strongerThan Lindeberg central limit theorem in terms of moment assumptions ⓘ
topic convergence in distribution ⓘ
normal approximation ⓘ
triangular arrays of random variables ⓘ
typeOf limit theorem ⓘ
usedIn asymptotic statistics ⓘ
error analysis of sums of independent variables ⓘ
theoretical justification of normal approximations ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Lindeberg–Feller central limit theorem → generalizes → Lyapunov central limit theorem ⓘ
Lyapunov condition → usedIn → Lyapunov central limit theorem ⓘ