An Invariance Principle for $\phi$-Mixing Sequences
Peligrad, Magda
Ann. Probab., Tome 13 (1985) no. 4, p. 1304-1313 / Harvested from Project Euclid
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In this paper it is established that the normalized sample paths of a $\phi$-mixing sequence converge to the Brownian motion, under the Lindeberg's condition and under some stationarity assumptions. No mixing rate is required.
Publié le : 1985-11-14
Classification:  Invariance principle,  $\phi$-mixing sequence,  uniform integrability,  Lindeberg condition,  60F05,  60B10 
@article{1176992814,
     author = {Peligrad, Magda},
     title = {An Invariance Principle for $\phi$-Mixing Sequences},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1304-1313},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992814}
}

Peligrad, Magda. An Invariance Principle for $\phi$-Mixing Sequences. Ann. Probab., Tome 13 (1985) no. 4, pp.  1304-1313. http://gdmltest.u-ga.fr/item/1176992814/