central limit theorem(redirected from Lyapunov condition)
Also found in: Dictionary, Financial.
cen·tral lim·it the·o·rem
the sum (or average) of n realizations of the same process, provided only that it has a finite variance, will approach the gaussian distribution as n becomes indefinitely large. This theory provides a broad warrant for the use of normal theory even for nongaussian data. In the form stated here, it constitutes the classical version; more general versions allow serious relaxation of the usual assumptions.
Farlex Partner Medical Dictionary © Farlex 2012