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arXiv · 1410.0214

On a central limit theorem for shrunken weakly dependent random variables

Richard C. Bradley·Zbigniew J. Jurek
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Abstract

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For independent, identically distributed random variables, this result was proved earlier by Housworth and Shao.

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Richard C. Bradley, Zbigniew J. Jurek. 2014-10-01. On a central limit theorem for shrunken weakly dependent random variables. https://arxiv.org/abs/1410.0214

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