On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation (Q1411349)

The author proves an extension to Hilbert spaces of a sharp central limit theorem for strongly real-valued mixing sequences. In fact, the real-valued case considered by the author and \textit{M. Peligrad} [Ann. Probab. 28, 1336--1352 (2000; Zbl 1023.60040)] is even slightly improved by assuming a different form of mixing, involving the whole past of the process but only just two future observations at a time. The proof is based on the Bernstein blocking technique and approximations by martingale difference. Moreover the corresponding functional central limit theorem is also derived.