A strictly stationary, N-tuplewise independent counterexample to the central limit theorem
Probability
2008-10-10 v1
Abstract
For an arbitrary integer N that is at least 2, this paper gives a construction of a strictly stationary, N-tuplewise independent sequence of (non-degenerate) bounded random variables such that the Central Limit Theorem fails to hold. The sequence is in part an adaptation of a non-stationary example with similar properties constructed by one of the authors (ARP) in a paper published in 1998.
Cite
@article{arxiv.0810.1707,
title = {A strictly stationary, N-tuplewise independent counterexample to the central limit theorem},
author = {Richard C. Bradley and Alexander R. Pruss},
journal= {arXiv preprint arXiv:0810.1707},
year = {2008}
}
Comments
25 pages