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Topic: CLT for strongly mixing process
Replies: 1   Last Post: Jun 20, 1996 3:56 PM

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Matthieu BRILMAN

Posts: 3
Registered: 12/12/04
CLT for strongly mixing process
Posted: Jun 20, 1996 11:17 AM
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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.

Thank you for reading this !


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