A note on the central limit theorem for stochastically continuous processes (Q1343586)

The Jain and Marcus desymmetrization lemma is the basic device used to establish the CLT for a sequence \(X, X_1, X_2, \dots\) of i.i.d. random variables in the Skorokhod space \(D[0,1]\). One assumes that \(EX(t) = 0\), \(EX^2 < \infty\) for all \(t \in [0,1]\) and \[ E \bigl |X(s) - X(t) \bigr |\bigl |X(t) - X(u) \bigr |^p \leq f \bigl( F(u) - F(s) \bigr), \quad E \bigl |X(s) - X(t) \bigr |^q \leq g \bigl( G(t) - G(s) \bigr) \] for \(0 \leq s \leq t \leq u \leq 1\) \((u - s\) small), where \(p,q \geq 2\) and the functions \(f,g,F,G\) satisfy some specified conditions. This generalizes the result by \textit{M. G. Hahn} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 44, 89-101 (1978; Zbl 0364.60022)]. It is noted that close results were obtained independently by X. Fernique.