A strictly stationary, N-tuplewise independent counterexample to the central limit theorem

dc.creatorBradley, Richard C.
dc.creatorPruss, Alexander R.
dc.date2008-10-09
dc.date.accessioned2026-07-07T10:08:48Z
dc.date.available2026-07-07T10:08:48Z
dc.descriptionFor 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.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/0810.1707
dc.identifierhttp://arxiv.org/abs/0810.1707
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/171121
dc.subjectProbability
dc.subject60G10; 60F05
dc.titleA strictly stationary, N-tuplewise independent counterexample to the central limit theorem
dc.typetext

Files

Collections