On the functional central limit theorem for stationary processes (Q1975231): Difference between revisions

The Donsker-type invariance principle is proved for stationary processes with second order moments which satisfy the usual central limit theorem under conditions such as \(\alpha\)-mixing, \(\beta\)-mixing as well as stationary Markov chains. In the latter case, some examples of non-irreducible and non-\(\alpha\)-mixing chains to which these results apply are presented.