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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 1, Pages 134–140 (Mi tvp2996)

This article is cited in 109 papers

Short Communications

A note on the central limit theorems for dependent random variables

I. A. Ibragimov

Leningrad

Abstract: The paper contains a few limit theorems for stationary sequences $\{\xi_j\}$ under the condition $\rho(n)\to0$, where $\rho(n)$ denotes the maximal correlation coefficient between the past $\{\xi_j,j\le0\}$ and the future $\{\xi_j, j\ge n\}$ of the sequence $\{\xi_j\}$.

Received: 05.05.1974


 English version:
Theory of Probability and its Applications, 1975, 20:1, 135–141

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