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Ibragimov-Iosifescu Conjecture


The Ibragimov-Iosifescu conjecture asks whether a strictly stationary, centered, square-integrable phi-mixing sequence satisfies a central limit theorem whenever the variance of its partial sums tends to infinity. Writing S_n=sum_(t=1)^(n)X_t, the proposed conclusion is convergence in distribution of S_n/sqrt(Var(S_n)) to the standard normal distribution. The historical question and precise conventions are documented in Adamczewski (2026).

Adamczewski (2026) released a candidate counterexample constructed autonomously by GPT-6 Astra. The claimed process meets these hypotheses, but along a subsequence the normalized sums converge in probability to zero. Rare large fluctuations maintain divergent variance even while the normalized sums concentrate near zero along those times.

The Lean proof uses standard logical axioms, but the formal problem statement was itself generated by AI. As of Sep. 7, 2026, neither an independent probabilist's review nor an independent audit matching the formal definitions to the classical conjecture had been reported (VibeMathed 2026).


See also

Central Limit Theorem, Distributional Convergence, Phi-Mixing, Stationary Time Series

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References

Adamczewski, T. "Ibragimov-Iosifescu Phi-Mixing CLT Conjecture." 2026. https://github.com/tadamcz/phi-mixing-clt.VibeMathed. "The Ibragimov-Iosifescu Conjecture for Phi-Mixing Sequences." 2026. https://vibemathed.com/problem/ibragimov-iosifescu-varphi-mixing-clt-conjecture.

Cite this as:

Weisstein, Eric W. "Ibragimov-Iosifescu Conjecture." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Ibragimov-IosifescuConjecture.html

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