Invariance principles under a two-part mixing assumption (Q1086909)
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scientific article; zbMATH DE number 3986301
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| English | Invariance principles under a two-part mixing assumption |
scientific article; zbMATH DE number 3986301 |
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Invariance principles under a two-part mixing assumption (English)
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1986
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A weak and an almost sure invariance principle are proved for strictly stationary sequences of random variables satisfying a ''restricted \(\rho\)- mixing condition''. Relationship to previous results in the literature is considered and in particular it is shown that the class of strongly mixing stationary sequences that are known to satisfy weak and strong invariance principles is enlarged as a consequence of the results of this paper.
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invariance principle
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strongly mixing stationary sequences
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0.8713788986206055
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0.8640655875205994
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