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arXiv · 1210.4598

A strictly stationary, M-tuplewise independent counterexample to the Central Limit Theorem

Le Mai Nguyen Weakley
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Abstract

For $M \geq 2$ we construct a strictly stationary, $M$-tuplewise independent sequence that is mixing (in the ergodic-theoretic sense) and yet still fails to satisfy the Central Limit Theorem.

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Le Mai Nguyen Weakley. 2012-10-17. A strictly stationary, M-tuplewise independent counterexample to the Central Limit Theorem. https://arxiv.org/abs/1210.4598

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