Non-linear Functionals Preserving Normal Distribution and Their Asymptotic Normality

Autor: Linda Kachatryan, Boris Nahapetian
Rok vydání: 2022
Předmět:
Zdroj: Armenian Journal of Mathematics. 10:1-20
ISSN: 1829-1163
DOI: 10.52737/18291163-2018.10.5-1-20
Popis: We introduce sufficiently wide classes of non--linear functionals preserving normal (Gaussian) distribution and establish various conditions under which a sequence of such functionals is asymptotically normal. As one of a consequence we obtain a generalization and sharpening of known results on the central limit theorem for weighted sums (linear functionals) of independent random variables.
Databáze: OpenAIRE