## The Annals of Probability

### A Central Limit Theorem for Stationary $\rho$-Mixing Sequences with Infinite Variance

#### Abstract

A central limit theorem is proved for some strictly stationary $\rho$-mixing sequences with infinite second moments. The condition on the tails of the marginal distribution is the same as in the corresponding classic result for i.i.d. sequences. The mixing rate is essentially the slowest possible for this result.

#### Article information

Source
Ann. Probab., Volume 16, Number 1 (1988), 313-332.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.aop/1176991904

Digital Object Identifier
doi:10.1214/aop/1176991904

Mathematical Reviews number (MathSciNet)
MR920274

Zentralblatt MATH identifier
0643.60018

JSTOR
Bradley, Richard C. A Central Limit Theorem for Stationary $\rho$-Mixing Sequences with Infinite Variance. Ann. Probab. 16 (1988), no. 1, 313--332. doi:10.1214/aop/1176991904. https://projecteuclid.org/euclid.aop/1176991904