On Gordin's central limit theorem for stationary processes

1975 ◽  
Vol 12 (01) ◽  
pp. 176-179 ◽  
Author(s):  
G. K. Eagleson
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Stationary Processes ◽  
The Central Limit Theorem ◽  
Mixture Of Normals

The central limit theorem for ergodic stationary processes obtained by Gordin is shown to hold for general stationary processes. In this case, the limit law is a mixture of normals.

On Gordin's central limit theorem for stationary processes

1975 ◽  
Vol 12 (1) ◽  
pp. 176-179 ◽  
Author(s):  
G. K. Eagleson
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Stationary Processes ◽  
The Central Limit Theorem ◽  
Mixture Of Normals

The central limit theorem for ergodic stationary processes obtained by Gordin is shown to hold for general stationary processes. In this case, the limit law is a mixture of normals.

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