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A Lindeberg array with no identically distributed row
Example
Assume AC. For , take independent Bernoulli variables with and put . The centered laws are distinct within each row of length at least two, yet the array satisfies Lindeberg and .
Facts & Assumptions
Under DC and countable choice the specified countable family of probability spaces has a product probability. Assuming countable and dependent choice, countable products of arbitrary probability spaces.
The product coordinates are independent and have the specified laws. Coordinate random elements of a countable product are independent.
AC supplies dependent and countable choice. AC supplies countable selections and prescribed serial paths.
Bernoulli p has mean p and variance p(1-p). A Bernoulli variable has mean and variance ; a binomial variable has mean and variance .
Under AC the Lindeberg condition gives a standard-normal limit. Lindeberg-Feller central limit theorem: sufficiency.
Verification
Given: Assume AC. For , take independent Bernoulli variables with and put . The centered laws are distinct within each row of length at least two, yet the array satisfies Lindeberg and .
Each defines a two-point probability. Index the pairs by and use [F1]–[F3] to construct all coordinates independently. By [F4], the centered entry has mean zero and variance . Its values are and , both of absolute value less than one. Distinct p have distinct negative support points with positive mass, hence distinct centered laws. Normalizing every entry in a fixed row by the same positive s_n also preserves this distinction.
Since , . Here , obtained by pairing k with n+1-k and adding the n equal pair sums. Thus s_n is positive and tends to infinity. For any fixed epsilon>0, eventually , so every event is empty. The Lindeberg sum is then exactly zero. All second moments are finite, so [F5] gives the claimed limit. AC is used only through the stated product construction and CLT suppliers; no cross-row independence is needed by the theorem.
Depends on
- Assuming countable and dependent choice, countable products of arbitrary probability spaces
- Coordinate random elements of a countable product are independent
- AC supplies countable selections and prescribed serial paths
- A Bernoulli$(p)$ variable has mean $p$ and variance $p(1-p)$; a binomial$(n,p)$ variable has mean $np$ and variance $np(1-p)$
- Lindeberg-Feller central limit theorem: sufficiency
- Total row variance and the Lindeberg condition
- Bernoulli random variables and binomial random variables as sums of independent Bernoulli trials
- The Axiom of Choice
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Durrett, Probability: Theory and Examples, Examples 3.4.11-3.4.13 (standard reference, not scraped)
- Billingsley, Probability and Measure, Section 27 (standard reference, not scraped)