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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On the central limit Newman theorem
A. P. Shashkin M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We construct an example of a strictly stationary associated random sequence which does not satisfy the central limit theorem and whose the partial sums' variance grows in a defined regular way. This result generalizes the well-known example of N. Herrndorf and shows the optimality of conditions in the classical Newman's theorem.
Keywords:
associated random variables, stationarity, central limit theorem, slowly varying functions.
Received: 14.07.2003 Revised: 25.03.2004
Citation:
A. P. Shashkin, “On the central limit Newman theorem”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 382–390; Theory Probab. Appl., 50:2 (2006), 330–337
Linking options:
https://www.mathnet.ru/eng/tvp116https://doi.org/10.4213/tvp116 https://www.mathnet.ru/eng/tvp/v50/i2/p382
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Abstract page: | 376 | Full-text PDF : | 159 | References: | 68 |
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