Abstract:
The paper contains a few limit theorems for stationary sequences {ξj} under the condition ρ(n)→0, where ρ(n) denotes the maximal correlation coefficient between the past {ξj,j⩽0} and the future {ξj,j⩾n} of the sequence {ξj}.
Citation:
I. A. Ibragimov, “A note on the central limit theorems for dependent random variables”, Teor. Veroyatnost. i Primenen., 20:1 (1975), 134–140; Theory Probab. Appl., 20:1 (1975), 135–141
\Bibitem{Ibr75}
\by I.~A.~Ibragimov
\paper A~note on the central limit theorems for dependent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 1
\pages 134--140
\mathnet{http://mi.mathnet.ru/tvp2996}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=362448}
\zmath{https://zbmath.org/?q=an:0335.60023}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 20
\issue 1
\pages 135--141
\crossref{https://doi.org/10.1137/1120011}
Linking options:
https://www.mathnet.ru/eng/tvp2996
https://www.mathnet.ru/eng/tvp/v20/i1/p134
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