A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem

Details A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem

2009-11-15

arxiv.org/abs/0911.2905v1

Mathematics

Probability

Scientific paper

A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii) the sequence is "causal" in a certain sense, (iv) the sequence has a trivial double tail sigma-field, and (v) regardless of the normalization used, the partial sums do not converge to a (nondegenerate) normal law. The example has some features in common with a recent construction (for an arbitrary fixed positive integer N), by Alexander Pruss and the author, of a strictly stationary N-tuplewise independent counterexample to the central limit theorem.

Affiliated with

Also associated with

No associations

Rating

A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A strictly stationary, "causal," 5-tuplewise independent counterexample to the central limit theorem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-324177