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Q6Section A (Section A)6 of 18

Limit distribution of a normalised sum of differences of pairs

Let X1,X2,…X_1,X_2,… be a sequence of i.i.d. random variables with variance 11. Then lim⁡n→∞P((X1−X2)+(X3−X4)+⋯+(X2n−1−X2n)n≤x)\lim_{n\to\infty}P\left(\dfrac{(X_1-X_2)+(X_3-X_4)+\cdots+(X_{2n-1}-X_{2n})}{\sqrt n}\le x\right) is equal to

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