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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2005 Volume 50, Issue 2, Pages 382–390 (Mi tvp116)

This article is cited 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

DOI: 10.4213/tvp116


 English version:
Theory of Probability and its Applications, 2006, 50:2, 330–337

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