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Invariance principles under weak dependence

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  • Peligrad, Magda

Abstract

The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley for strong mxing sequences of random variables, under a certain assumption about the size of the maximal coefficients of correlations. The convergence of the moments of order 2 + [delta] in the central limit theorem for this class of random variables is also obtained.

Suggested Citation

  • Peligrad, Magda, 1986. "Invariance principles under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 19(2), pages 299-310, August.
    • Handle: RePEc:eee:jmvana:v:19:y:1986:i:2:p:299-310
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    Cited by:

    1. Sergey Utev & Magda Peligrad, 2003. "Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables," Journal of Theoretical Probability, Springer, vol. 16(1), pages 101-115, January.

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