A strictly stationary, N-tuplewise independent counterexample to the central limit theorem

DOI10.1016/J.SPA.2009.05.009zbMATH Open1175.60016arXiv0810.1707OpenAlexW2963621894WikidataQ124844356 ScholiaQ124844356MaRDI QIDQ734636FDOQ734636

Alexander R. Pruss, Richard C. Bradley

Publication date: 13 October 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: For an arbitrary integer N that is at least 2, this paper gives a construction of a strictly stationary, N-tuplewise independent sequence of (non-degenerate) bounded random variables such that the Central Limit Theorem fails to hold. The sequence is in part an adaptation of a non-stationary example with similar properties constructed by one of the authors (ARP) in a paper published in 1998.

Full work available at URL: https://arxiv.org/abs/0810.1707

Recommendations

• A bounded \(N\)-tuplewise independent and identically distributed counterexample to the CLT
• A strictly stationary, ``causal, 5-tuplewise independent counterexample to the central limit theorem
• On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
• Some pairwise independent sequences for which the central limit theorem fails
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails

zbMATH Keywords

central limit theoremergodicstrictly stationary\(N\)-tuplewise independent

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
• A strictly stationary, ``causal, 5-tuplewise independent counterexample to the central limit theorem
• Some pairwise independent sequences for which the central limit theorem fails
• An elementary proof of the strong law of large numbers
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• A bounded \(N\)-tuplewise independent and identically distributed counterexample to the CLT
• Mixing k-Fold Independent Processes of Zero Entropy

Cited In (9)

• A central limit theorem for quadruple-wise independent arrays of random variables
• The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables
• Non-uniform Berry-Esseen bounds for coordinate symmetric random vectors with applications
• Title not available (Why is that?)
• Corrigendum to ``A central limit theorem for quadruple-wise independent arrays of random variables
• Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
• A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables
• Some pairwise independent sequences for which the central limit theorem fails
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails

This page was built for publication: A strictly stationary, \(N\)-tuplewise independent counterexample to the central limit theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q734636)