# A generalization of the Lindeberg principle

@article{Chatterjee2006AGO, title={A generalization of the Lindeberg principle}, author={Sourav Chatterjee}, journal={Annals of Probability}, year={2006}, volume={34}, pages={2061-2076} }

We generalize Lindeberg’s proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions of exchangeable random variables. This theorem allows us to identify, for the first time, the limiting spectral distributions of Wigner matrices with exchangeable entries.

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