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An Invariance Principle for φ-Mixing Sequences
The Annals of Probability
Vol. 13, No. 4 (Nov., 1985), pp. 1304-1313
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2244181
Page Count: 10
You can always find the topics here!Topics: Random variables, Mathematical sequences, Necessary conditions, Brownian motion, Central limit theorem
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In this paper it is established that the normalized sample paths of a φ-mixing sequence converge to the Brownian motion, under the Lindeberg's condition and under some stationarity assumptions. No mixing rate is required.
The Annals of Probability © 1985 Institute of Mathematical Statistics