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Under quite general conditions, it is proved that the processes \\(\\frac{u_{n}}{n}U^{n}\\) converge in probability to the process \\(cL\\), were \\(c\\) is a real number, as soon as \\(u_{n}/n\\rightarrow 0\\) and \\(u_{n}\\rightarrow\\infty\\) [see also \\textit{J.-M. Aza\u00efs}, Ann. Inst. Henri Poincar\u00e9, Probab. Stat. 25, No. 2, 175-194 (1989; Zbl 0674.60032), \\textit{A. N. Borodin}, Probab. Theory Relat. Fields 72, 231-250 and 251-277 (1986; Zbl 0572.60078 and Zbl 0572.60079) and Russ. Math. Surv. 44, No. 2, 1-51 (1989); translation from Usp. Mat. Nauk 44, No. 2(266), 7-48 (1989; Zbl 0697.60080) and \\textit{D. Florens-Zmirou}, J. Appl. Probab. 30, No. 4, 790-804 (1993; Zbl 0796.62070)]. Next, the author restricts to the case \\(u_{n}=n^{\\alpha}\\), for some \\(\\alpha\\in (0,1)\\), and then a functional central limit theorem giving a mixed normal limiting value to the sequence of processes \\(n^{\\alpha}(U_{t}^{n}-L_{t})\\), for a suitable value of \\(\\alpha\\) is given. It is shown how to reduce the proofs to the case where \\(X\\) is a standard Brownian motion. Then the processes \\(n^{\\alpha} (U_{t}^{n}-L_{t})\\) are written as sums of a sequence of martingales and a sequence of processes which go to 0. 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