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.
Citation:
A. P. Shashkin, “On the central limit Newman theorem”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 382–390; Theory Probab. Appl., 50:2 (2006), 330–337