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A COUNTEREXAMPLE IN THE CENTRAL LIMIT THEOREM

Published online by Cambridge University Press:  01 March 1999

LIXIN SONG
LIXIN SONG
Affiliation:
Department of Mathematics, JiLin University, Changchun 130023, China
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Abstract

We construct a c0-valued random variable X such that (Sn/√n)n∈ℕ has a convergent subsequence, but X does not satisfy the central limit theorem.

Type
Notes and Papers
Information
Bulletin of the London Mathematical Society , Volume 31 , Issue 2 , March 1999 , pp. 222 - 230
Copyright
© The London Mathematical Society 1999

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