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CLT for strongly mixing process
Posted:
Jun 20, 1996 11:17 AM


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 email ? The proposition is:
Let Xn be a strongly mixing process such that P(Xn=1)=p(n) P(Xn=0)=1p(n) with lim p(n)=p Then, if Yn=X1+X2+...Xn lim (Ynn*p)/(s sqrt(n))=N(0,1) where s=sqrt(p*(1p))
The right reference should in fact state the proposition for any limit distribution, I guess, but all I need is this.
Thank you for reading this !
Matthieu



