Asmussen, Søren; Rojas-Nandayapa, Leonardo - In: Statistics & Probability Letters 78 (2008) 16, pp. 2709-2714
Let (Y1,...,Yn) have a joint n-dimensional Gaussian distribution with a general mean vector and a general covariance matrix, and let , Sn=X1+...+Xn. The asymptotics of as n--[infinity] are shown to be the same as for the independent case with the same lognormal marginals. In particular, for...