On the asymptotic normality of sequences of weak dependent random variables

The aim of this paper is to investigate the asymptotic normality for strong mixing sequences of random variables in the absense of stationarity or strong mixing rates. An additional condition is imposed to the coefficients of interlaced mixing. The results are applied to linear processes of strongly mixing sequences. The class of applications include filters of certain Gaussian sequences.Supported in part by an NSF grant, cost-sharing from the University of Cincinnati, and a Taft research grant.