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Let  \\[ S_n(t)= \\sum^{[nt]}_{i=1} X_i\\quad\\text{and}\\quad V_{n,p}= \\Biggl(\\sum^n_{i=1} |X_i|^p\\Biggr)^{{1\\over p}}\\;(p> 0) \\]  and define the process \\(Y_{n,p}\\) by  \\[ Y_{n,p}(t)= {S_n(t)\\over V_{n,p}}+ (nt- [nt]) {X_{[nt]+ 1}\\over V_{n,p}}\\quad (0< t< 1). \\]  It is known that Donsker's theorem for \\(Y_{n,2}\\) holds if and only if \\(\\alpha 2\\) (cf. [\\textit{M. Cs\u00f6rg\u0151}, \\textit{B. Szyszkowicz} and \\textit{Q. Wang}, Ann. Probab. 31, No. 3, 1228--1240 (2003; Zbl 1045.60020)]).   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