On degenerate sums of m-dependent variables
نویسنده
چکیده
It is well-known that the central limit theorem holds for partial sums of a stationary sequence (Xi) of m-dependent random variables with finite variance; however, the limit may be degenerate with variance 0 even if Var(Xi) 6= 0. We show that this happens only in the case when Xi − EXi = Yi − Yi−1 for an (m − 1)-dependent stationary sequence (Yi) with finite variance (a result implicit in earlier results), and give a version for block factors. This yields a simple criterion that is a sufficient condition for the limit not to degenerate. Two applications to subtree counts in random trees are given.
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ورودعنوان ژورنال:
- J. Applied Probability
دوره 52 شماره
صفحات -
تاریخ انتشار 2015