bibkey: “janson2021mdependent” authors: “Svante Janson” year: 2021 title: “A central limit theorem for m-dependent variables” doi: “10.48550/arXiv.2108.12263” url: “https://arxiv.org/abs/2108.12263v1” claim: “A centered m-dependent triangular array satisfies a central limit theorem under a Lindeberg condition; for fixed dependence range, a vanishing Lyapunov ratio with any moment order greater than two suffices.” strata_touched: [] license: “citation-only” triage: “anchor”
A central limit theorem for m-dependent variables
The inspected source is arXiv:2108.12263v1 (27 August 2021), 12 pages.
Theorem 1.1, page 1, states the central limit theorem for a fixed dependence
range and centered, square-integrable triangular arrays with positive row-sum
variance and the usual Lindeberg condition. Theorem 4.1, page 7, gives the
Lyapunov form: for moment order p > 2, dependence range m_N, and row-sum
standard deviation sigma_N, it suffices that
m_N^(p-1) sum_i E|X_Ni|^p / sigma_N^p -> 0.
For independent summands within each row, one may take dependence range
one, as explained in Remark 1.5; range two applies to the path-edge arrays here.
This central limit theorem is literature-attested. The parity-kernel
application must separately establish the two-step reset under the normalized
double likelihood tilt, compare its uniform and stationary initial laws, and
bound its means, covariance matrix and absolute third moments uniformly over
all amplitudes in (0,1). Those model-specific calculations and the resulting
critical-window risk and recovery curves are repo-derived deductions. The
source itself does not state those statistical experiments or curves.