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The usual central theorem uses iid samples.

Are there a generalizing theorem to non-iid samples, using the conditional entropy of each sample given previous ones ?

kjetil b halvorsen
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nicolas
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    Not a duplicate, but very related: https://stats.stackexchange.com/questions/210669/a-dynamical-systems-view-of-the-central-limit-theorem – kjetil b halvorsen Oct 02 '18 at 11:44
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    Yes, Liapounov’s theorem, Lindeberg-Feller theorem. Also have a look at https://stats.stackexchange.com/questions/91768/does-the-central-limit-theorem-only-work-for-iid-random-variables – user2974951 Oct 02 '18 at 11:47

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