On the invariance principle of \(\rho\)-mixing sequences of random variables (Q1824933): Difference between revisions
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Latest revision as of 04:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the invariance principle of \(\rho\)-mixing sequences of random variables |
scientific article |
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On the invariance principle of \(\rho\)-mixing sequences of random variables (English)
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1989
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The author presents the invariance principle for \(\rho\)-mixing sequences under some moment assumptions and \(\rho\)-mixing rates. The obtained result extends the central limit theorem given by \textit{M. Peligrad} [Ann. Probab. 15, 1387-1394 (1987; Zbl 0638.60032)] to the invariance principle.
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invariance principle
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\(\rho\)-mixing sequences
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