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On Quantiles and the Central Limit Question for Strongly Mixing Sequences

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  • Richard C. Bradley

    (Indiana University)

Abstract

Three classes of strictly stationary, strongly mixing random sequences are constructed, in order to provide further information on the “borderline” of the central limit theorem for strictly stationary, strongly mixing random sequences. In these constructions, a key role is played by quantiles, as in a related construction of Doukhan et al.(11)

Suggested Citation

  • Richard C. Bradley, 1997. "On Quantiles and the Central Limit Question for Strongly Mixing Sequences," Journal of Theoretical Probability, Springer, vol. 10(2), pages 507-555, April.
    • Handle: RePEc:spr:jotpro:v:10:y:1997:i:2:d:10.1023_a:1022624919588
    DOI: 10.1023/A:1022624919588
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    References listed on IDEAS

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    1. Peligrad, Magda, 1992. "On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 181-193, September.
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    Cited by:

    1. Florence Merlevède, 2003. "On the Central Limit Theorem and Its Weak Invariance Principle for Strongly Mixing Sequences with Values in a Hilbert Space via Martingale Approximation," Journal of Theoretical Probability, Springer, vol. 16(3), pages 625-653, July.
    2. Florence Merlevède & Magda Peligrad, 2006. "On the Weak Invariance Principle for Stationary Sequences under Projective Criteria," Journal of Theoretical Probability, Springer, vol. 19(3), pages 647-689, December.
    3. Emmanuel Rio, 2009. "Moment Inequalities for Sums of Dependent Random Variables under Projective Conditions," Journal of Theoretical Probability, Springer, vol. 22(1), pages 146-163, March.

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