A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
type: Item
instance of: scholarly article
title: A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
zbMATH Open document ID: 0649.60017
DOI: 10.1007/BF00343735
publication date: 1989-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 4060408
zbMATH Keywords: strictly stationary
zbMATH Keywords: central limit theorem
zbMATH Keywords: mixing rate
zbMATH Keywords: absolute regularity
author: Richard C. Bradley
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4060408