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Jun 16, 2020 at 15:58 comment added Celine Harumi @dshirodkar thanks for your answer! Unfortunately, you argued about a specific case. It is not sufficient.
Jun 16, 2020 at 15:14 comment added whuber On the contrary, the OP states the limiting distribution of the sum does not (necessarily) equal the sum of the limiting distributions. This is not an expression of ignorance: it's a condition that you appear implicitly to reject, which makes your answer only narrowly applicable.
Jun 16, 2020 at 14:54 comment added dshirodkar Why do you say it ruins the question? OP's curiosity was around the question of when one doesn't know the limiting distribution, can one still prove the existence of such a limiting distribution.
Jun 16, 2020 at 14:12 comment added whuber Doesn't your initial assumption of independence ruin the question? The interest lies in sequences that are not independent.
Jun 16, 2020 at 9:30 history edited dshirodkar CC BY-SA 4.0
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Jun 16, 2020 at 9:14 history answered dshirodkar CC BY-SA 4.0