Limit laws for ergodic processes (Q2888817)

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scientific article; zbMATH DE number 6042638
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Limit laws for ergodic processes
scientific article; zbMATH DE number 6042638

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    4 June 2012
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    limit laws
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    ergodic processes
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    Limit laws for ergodic processes (English)
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    The authors present two results showing that ergodic stationary processes can admit arbitrary distributions as the limit of normalized sums. One example is the sequence of averages of non-integrable random variables. In the other one, the variables take on only two different values and the normalizing sequence is constructed inductively.
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