A strictly stationary, “causal,” 5–tuplewise independent counterexample to the central limit theorem

Abstract

A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values −1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent of each other, (iii) the sequence is “causal” in a certain sense, (iv) the sequence has a trivial double tail σ-field, and (v… (More)

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