Skip to main content
1 of 3
Iosif Pinelis
  • 127.9k
  • 8
  • 107
  • 229

The distribution of $T$ is indeed asymptotically normal, by virtue of any one of the many central theorems for stationary weakly dependent (here, even $2$-independent) random variables. See e.g. Theorem 0 in Bradley (due to Ibragimov), the conditions of which are easily verified in your case.

Iosif Pinelis
  • 127.9k
  • 8
  • 107
  • 229