On the convergence of moments in the CLT for triangular arrays with an application to random polynomials

Christophe Cuny, Michel Weber
2006 Colloquium Mathematicum  
We give a proof of convergence of moments in the Central Limit Theorem (under the Lyapunov-Lindeberg condition) for triangular arrays, yielding a new estimate of the speed of convergence expressed in terms of νth moments. We also give an application to the convergence in the mean of the pth moments of certain random trigonometric polynomials built from triangular arrays of independent random variables, thereby extending some recent work of Borwein and Lockhart. 2000 Mathematics Subject
more » ... cs Subject Classification: Primary 60F05, 60G50, 42A05; Secondary 26D05, 28A60.
doi:10.4064/cm106-1-13 fatcat:steys2vb6naqldzdedgzrwygma