an:04060408
Zbl 0649.60017
Bradley, Richard C.
A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
EN
Probab. Theory Relat. Fields 81, No. 1, 1-10 (1989).
00167386
1989
j
60F05 60G10
strictly stationary; central limit theorem; mixing rate; absolute regularity
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.
R.C.Bradley