Central limit theorem for signed distributions

Abstract:

This paper contains an improved version of existing generalized central limit theorems for convergence of normalized sums of independent random variables distributed by a signed measure. It is shown that under reasonable conditions, the normalized sums converge in distribution to “higher-order” analogues of the standard normal random variable, in the sense that the density of the limiting signed distribution is the fundamental solution of a higher-order parabolic partial differential equation that is a generalization of the heat equation.