ON THE INVARIANCE PRINCIPLE FOR $\[\rho \]$-MIXINGSEQUENCES OF RANDOM VARIABLES
Citation:
Shao Qiman.ON THE INVARIANCE PRINCIPLE FOR $\[\rho \]$-MIXINGSEQUENCES OF RANDOM VARIABLES[J].Chinese Annals of Mathematics B,1989,10(4):427~433
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Authors:
Shao Qiman;
Abstract:
In this note the author establishes the invariance principle for $\[\rho \]$-mixing sequences under combinations of moment assumptions and $\[\rho \]$-mixing rates. The result answers a problem from a recent survey paper of Peligrad.