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A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails - MaRDI portal

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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