构造了一个不满足中心极限定理且部分和的方差按照一定规则变化的严平稳相伴随机序列的例子,这个结论推广了N.Herrndorf著名的例子并且说明了经典纽曼定理的最优性条件.
An example of a strictly stationary associated random sequence which does not satisfy the central limit theorem and whose partial sums' variance grows in a defined regular way is constructed. The well-known example of N. Herrndorf is generalized and the optimality of conditions in the classical Newman's theorem is shown.