On the Central Limit Question Under Absolute Regularity

  • Bradley R
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Abstract

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. This content downloaded from 128. Davydov showed that in a classic central limit theorem of lbragimov under the strong mixing condition, the combinations of mixing rate and moment assumption were practically as weak as permissible. Here some constructions will be given to show that Davydov's observation still holds under the additional assumption that the growth of var(XI + ... + X,,) be asymptotically linear. Our constructions will be similar to a recent one of Herrndorf.

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Bradley, R. C. (2007). On the Central Limit Question Under Absolute Regularity. The Annals of Probability, 13(4). https://doi.org/10.1214/aop/1176992815

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