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A local limit theorem for associated sequences. (English) Zbl 0563.60028

A local central limit theorem of the type due to L. A. Shepp [Ann. Math. Stat. 35, 419-423 (1964; Zbl 0146.391)] is proved for certain stationary sequences of associated random variables.

MSC:

60F05 Central limit and other weak theorems
60E10 Characteristic functions; other transforms
60G10 Stationary stochastic processes

Citations:

Zbl 0146.391
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