Alphabeta Math
CounterexampleConstruction: AI-adaptedVerification: AI-adaptedPipeline-generatedaudited 2026-09-13
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Feller negligibility cannot be removed from the converse

Statement refuted

Assume AC. A centered row-wise independent triangular array can have total row variance one and row-sum law N(0,1) for every n, while its maximum summand variance stays one and Lindeberg fails. Thus Feller negligibility cannot be omitted from the converse theorem.

Facts & Assumptions

[F1]

A variable with standard normal law has mean zero and variance one. Characteristic function of a normal law.

[F2]

Normalized Lindeberg quantities are the summed tail second moments. Total row variance and the Lindeberg condition.

[F3]

The normal tail second moment is an integral against its positive density. Integrating against a density agrees with integrating the product.

[F5]

The exponential is positive and increasing on the real line. The exponential function is strictly increasing.

[F6]

A positive pointwise lower bound gives a positive integral lower bound. Monotonicity and nonnegative homogeneity of the nonnegative integral.

[F7]

Under AC, the standard normal density defines a probability measure N(0,1) on R. Standard normal and normal laws.

Counterexample

Given: Assume AC. A centered row-wise independent triangular array can have total row variance one and row-sum law N(0,1) for every n, while its maximum summand variance stays one and Lindeberg fails. Thus Feller negligibility cannot be omitted from the converse theorem.

1.1

On the standard-normal probability space supplied by [F7], let Z be its coordinate and define Xn,1=Z, Xn,k=0 for 2kn. By [F1], every entry is centered and the total variance is one. Each row is independent: if an event for a zero coordinate excludes zero, both the intersection probability and the product are zero; otherwise all those events are the full space and the identity reduces to the event for Z. Thus the row sum is exactly Z for every n, its law is N(0,1), and the maximum summand variance equals one. Independence between rows is not required.

F1F7
2.1

For each fixed epsilon>0, [F2] gives the Lindeberg quantity E[Z21{Z>ε}], independent of n. On [ε+1,ε+2], the integrand against the normal density is at least (ε+1)2e(ε+2)2/2/2π>0, by [F3] and [F5]. Integrating this bound over the length-one interval with [F4]–[F6] proves strict positivity. Hence the Lindeberg limit is not zero for any epsilon>0, despite exact normality of all row sums. The example works for n=1 as well. AC is inherited solely through construction of the normal law and its Lebesgue density; one Z is reused and no independent sequence across rows is constructed.

step 1.1F2F3F4F5F6

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