One form of this, due to Lindeberg and Feller, applies to the difference of variates. While it does not hold for general stochastic processes, there is a version for martingales. The rate behind this relation is determined by the Berry-Ess?n theorem. It holds generally under the Lyapunov condition, but the conventional statement of it requires that the variance be finite and that the mean of the sampling distribution of means be the population mean. FTP, identify this theorem stating that the distribution of a sample of independent random variables approaches a normal 
One form of this, due to Lindeberg and Feller, applies to the difference of variates. While it does not hold for general stochastic processes, there is a version for martingales. The rate behind this relation is determined by the Berry-Ess?n theorem. It holds generally under the Lyapunov condition, but the conventional statement of it requires that the variance be finite and that the mean of the sampling distribution of means be the population mean. FTP, identify this theorem stating that the distribution of a sample of independent random variables approaches a normal distribution with sample size.
One form of this, due to Lindeberg and Feller, applies to the difference of variates.
central limit theorem