A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (Q1105898)
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scientific article; zbMATH DE number 4060408
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| English | A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails |
scientific article; zbMATH DE number 4060408 |
Statements
A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails (English)
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1989
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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.
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strictly stationary
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central limit theorem
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mixing rate
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absolute regularity
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0.9162943959236144
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0.8878957033157349
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0.8500931859016418
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0.8273012042045593
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0.8217659592628479
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