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The central limit theorem for Rademacher system (Q1344804)

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scientific article; zbMATH DE number 723979
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English
The central limit theorem for Rademacher system
scientific article; zbMATH DE number 723979

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    The central limit theorem for Rademacher system (English)
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    30 March 1995
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    Let \(\{\tau_ i\}\) denote a Rademacher system of random variables defined by \[ \tau_ 1(\omega):= -\text{\textbf{1}}_{[0,1/2)} (\omega)+ \text{\textbf{1}}_{[1/2,1)}(\omega)\qquad\text{and}\qquad \tau_ i(\omega):= \tau_ 1(2^{i- 1}\omega),\;i\geq 2. \] Put \(X^{(m,\alpha)}_ n(\omega) := X^{(m)}(\omega+ n\alpha)\) for \(n\in Z\) and \(\alpha\in R\), where \(X^{(m)}(\omega):= {1\over \sqrt m} \sum^ m_{i= 1} \tau_ i(\omega)\). The author proves that for almost all \(\alpha\) any finite-dimensional distribution of \(\{X^{(m,\alpha)}_ n\}_{n\in Z}\) converges weakly to the multidimensional standard normal law as \(m\to \infty\). A rate of convergence of \(R^{(m, \alpha)}(k):= E(X^{(m, \alpha)}_ n, X^{(m, \alpha)}_{n+ k})\) for \(m\to \infty\) is also established.
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    central limit theorem
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    convergence in law
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    Rademacher system
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    rate of convergence
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