From ecf530d05f597a09504beaf210e3e2f5b2e0f6b3 Mon Sep 17 00:00:00 2001 From: Josia Pietsch Date: Thu, 13 Jul 2023 00:17:26 +0200 Subject: [PATCH] Lyapunov CLT --- inputs/lecture_13.tex | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/inputs/lecture_13.tex b/inputs/lecture_13.tex index ae3b09f..87e5e66 100644 --- a/inputs/lecture_13.tex +++ b/inputs/lecture_13.tex @@ -35,7 +35,8 @@ if $X_1, X_2,\ldots$ are i.i.d.~with $ \mu = \bE[X_1]$, and $S_n \coloneqq \sqrt{\sum_{i=1}^n \sigma_i^2}$. Then, assume that, for some $\delta > 0$, \[ - \lim_{n \to \infty} \sum_{i=1}^{n} \bE[(X_i - \mu_i)^{2 + \delta}] = 0 + \lim_{n \to \infty} \frac{1}{S_n^{2+\delta}} + \sum_{i=1}^{n} \bE[(X_i - \mu_i)^{2 + \delta}] = 0 \] (\vocab{Lyapunov condition}). Then the CLT holds.