A stationary,pairwise independent,absolutely regular sequence for which the central limit theorem fails |
| |
Authors: | Richard C Bradley |
| |
Institution: | (1) Department of Mathematics, Indiana University, 47405 Bloomington, Indiana, USA |
| |
Abstract: | Summary A strictly stationary finite-state non-degenerate random sequence is constructed which satisfies pairwise independence and absolute regularity but fails to satisfy a central limit theorem. The mixing rate for absolute regularity is only slightly slower than that in a corresponding central limit theorem of Ibragimov.This work was partially supported by NSF grant DMS 86-00399 |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|