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For every integer \\(n\\geq 1\\) let \\(F_n\\) denote the empirical distribution function based on \\(X_1,\\dots,X_n\\), and \\(G_n=\\sqrt{n}(F_n-F)\\) the corresponding empirical process. Let \\(G\\) be the centered Gaussian process with covariance function \\(\\text{cov}(G(x),G(y))=\\sum_{k\\in Z}\\text{cov} (1_{X_0\\leq x},1_{X_k\\leq y})\\). It is shown that the condition \\(\\text{cov}(F(X_1),F(X_n))=O(n^{-b})\\) for some \\(b>4\\) implies weak convergence of \\(G_n\\) to \\(G\\) in the Skorokhod space \\(D[-\\infty,\\infty]\\). This improves earlier results in which the condition on \\(b\\) was more stringent. 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