scientific article; zbMATH DE number 16046

[For the entire collection see Zbl 0713.00013.] The authors give a necessary and sufficient condition for the central limit theorem for a strictly stationary strongly (\(\alpha\)-)mixing (generally non integrable) sequence of random variables \((X_ k)_{k\in {\mathbb{Z}}}\). Another three theorems show applications of the result: If \(X^ 2_ 0\) is integrable, \textit{M. Denker}'s condition can easily be derived [Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 269-274 (1986; Zbl 0612.60028)]; in a different way, the result was obtained by \textit{T. Mori} and \textit{K. Yoshihara} [Yokohama Math. J. 34, 143-146 (1986; Zbl 0633.60030)]\ and by the reviewer [Probability theory and mathematical statistics, Proc. 5th Jap.-USSR Symp., Kyoto/Jap. 1986, Lect. Notes Math. 1299, 532-540 (1988; Zbl 0629.60027)]. In the next theorem, a more easily detectable sufficient condition for the CLT for \(\alpha\)-mixing sequences is given. Finally, a CLT for an \(m\)-dependent process \((X_ k)_{k\in {\mathbb{Z}}}\) with \(X_ 1\) in the domain of attraction of the normal law, \(\text{E}X_ 1=0\) and \(\text{E} X^ 2_ 1=\infty\) is proved.

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