On degenerate sums of $m$-dependent variables

Abstract

It is well-known that the central limit theorem holds for partial sums of a stationary sequence $(X_i)$ of $m$-dependent random variables with finite variance; however, the limit may be degenerate with variance 0 even if $\mathrm{Var}(X_i)\ne 0$. We show that this happens only in the case when $X_i-\mathbb{E}{X}_i=Y_i-Y_{i-1}$ for an $(m-1)$-dependent stationary sequence $(Y_i)$ with finite variance (a result implicit in earlier results), and give a version for block factors. This yields a simple criterion that is a sufficient condition for the limit not to degenerate. Two applications to subtree counts in random trees are given.

arXiv comment11 pages