Hi, I am looking for a reference for the following proposition (I think that it is true, but I need the demo !). If you think that you have got the answer, could you please reply via e-mail ? The proposition is:
Let Xn be a strongly mixing process such that P(Xn=1)=p(n) P(Xn=0)=1-p(n) with lim p(n)=p Then, if Yn=X1+X2+...Xn lim (Yn-n*p)/(s sqrt(n))=N(0,1) where s=sqrt(p*(1-p))
The right reference should in fact state the proposition for any limit distribution, I guess, but all I need is this.