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arxiv: 0712.3696 · v1 · submitted 2007-12-21 · 🧮 math.PR

Central limit theorem for sampled sums of dependent random variables

classification 🧮 math.PR
keywords randomcentraldependentlimitsampledtheoremvariablesapplication
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We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results obtained by Guillotin-Plantard & Schneider (2003). An application to parametric estimation by random sampling is also provided.

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