A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution

@inproceedings{Aaronson2001ALL,
  title={A Local Limit Theorem for Stationary Processes in the Domain of Attraction of a Normal Distribution},
  author={Jon Aaronson and Manfred Denker},
  year={2001}
}
We prove local limit theorems for Gibbs-Markov processes in the domain of attraction of normal distributions. x1 Introduction It is well known that a random variable X belongs to the domain of attraction of a normal distribution DA(2) if its characteristic function satisses () log E exppitX] = itt ? 1 2 t 2 L(1=jtj) for some slowly varying function L : R + ! R + which is bounded below and some constant 2 R (cf. IL]). The normal (or classical) domain of attraction NDA(2) consists of the class L… CONTINUE READING

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