Abstract
It is shown that $\sum^n_{i=1} X_n$ and $\max^n_{i=1}X_i$ are asymptotically independent if $\{X_i\}$ is strongly mixing and $\sum^n_{i=1} X_i$ is asymptotically Gaussian. This generalizes a result of Anderson and Turkman.
Citation
Tailen Hsing. "A Note on the Asymptotic Independence of the Sum and Maximum of Strongly Mixing Stationary Random Variables." Ann. Probab. 23 (2) 938 - 947, April, 1995. https://doi.org/10.1214/aop/1176988296
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