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A central limit theorem for correlated variables with limited normal or gamma distributions
journal contribution
posted on 2018-12-24, 05:30 authored by Dennis DeRiggiNon-negative limited normal or gamma distributed random variables are commonly used to model physical phenomenon such as the concentration of compounds within gaseous clouds. This paper demonstrates that when a collection of random variables with limited normal or gamma distributions represents a stationary process for which the underlying variables have exponentially decreasing correlations, then a central limit theorem applies to the correlated random variables.