A strictly stationary, “causal,” 5–tuplewise independent counterexample to the central limit theorem
نویسنده
چکیده
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values −1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent of each other, (iii) the sequence is “causal” in a certain sense, (iv) the sequence has a trivial double tail σ-field, and (v) regardless of the normalization used, the partial sums do not converge to a (nondegenerate) normal law. The example has some features in common with a recent construction (for an arbitrary fixed positive integer N), by Alexander Pruss and the author, of a strictly stationary N -tuplewise independent counterexample to the central limit theorem.
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تاریخ انتشار 2010