English

A strictly stationary, M-tuplewise independent counterexample to the Central Limit Theorem

Probability 2012-10-18 v1

Abstract

For M2M \geq 2 we construct a strictly stationary, MM-tuplewise independent sequence that is mixing (in the ergodic-theoretic sense) and yet still fails to satisfy the Central Limit Theorem.

Keywords

Cite

@article{arxiv.1210.4598,
  title  = {A strictly stationary, M-tuplewise independent counterexample to the Central Limit Theorem},
  author = {Le Mai Nguyen Weakley},
  journal= {arXiv preprint arXiv:1210.4598},
  year   = {2012}
}