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)
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Bradley, R.C. On Quantiles and the Central Limit Question for Strongly Mixing Sequences. Journal of Theoretical Probability 10, 507–555 (1997). https://doi.org/10.1023/A:1022624919588
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DOI: https://doi.org/10.1023/A:1022624919588