A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (Q1105898)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails |
scientific article |
Statements
A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (English)
0 references
1989
0 references
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.
0 references
strictly stationary
0 references
central limit theorem
0 references
mixing rate
0 references
absolute regularity
0 references
