On a central limit theorem for shrunken weakly dependent random variables

Abstract

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max \{|x|-r,0\}]\cdot x/|x|,r\ge 0$. For independent, identically distributed random variables, this result was proved earlier by Housworth and Shao.