Lyapunov condition

E683054

The Lyapunov condition is a sufficient moment condition on sums of independent random variables that guarantees convergence in distribution to a normal law in central limit theorems.

All labels observed (2)

How this entity was disambiguated

Statements (32)

Predicate Object
instanceOf condition for central limit theorem ⓘ
condition in probability theory ⓘ
moment condition ⓘ
sufficient condition ⓘ
appliesTo sums of independent random variables ⓘ
triangular arrays of independent random variables ⓘ
assumes independence of summands ⓘ
non-degenerate variance of the sum ⓘ
comparedTo Lindeberg–Feller condition ⓘ
domain asymptotic distribution theory ⓘ
limit theorems ⓘ
ensures convergence in distribution to a normal law ⓘ
convergence of characteristic functions to that of a normal distribution ⓘ
negligibility of large individual summands ⓘ
field mathematical statistics ⓘ
probability theory ⓘ
guarantees asymptotic normality of standardized sums ⓘ
historicalContext introduced in early 20th century ⓘ
implies Lindeberg condition ⓘ
involves Lyapunov fraction ⓘ
normalization by variance of the sum ⓘ
is a classical form of central limit theorem hypothesis ⓘ
namedAfter Aleksandr Lyapunov ⓘ
relatedTo Berry–Esseen bounds ⓘ
requires existence of moments of order greater than 2 ⓘ
finite (2 + δ)-th absolute moments for some δ > 0 ⓘ
strongerThan Lindeberg condition ⓘ
typeOf sufficient central limit theorem condition ⓘ
usedFor controlling tail behavior of summands ⓘ
proving central limit theorems for non-identically distributed variables ⓘ
usedIn Lyapunov central limit theorem ⓘ
central limit theorem ⓘ

How these facts were elicited

Referenced by (2)

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

Lyapunov central limit theorem → assumption → Lyapunov condition on higher moments ⓘ
linked to: Lyapunov condition