scientific article; zbMATH DE number 168109
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Publication:4035958
The result on the weak convergence of a sequence \(W_ n\) in \({\mathcal D}[0,1]\) to the standard Wiener process can be viewed as a counterpart of the well-known M. Peligrad weak invariance principle for the finite variance case \((EX^ 2_ 1<\infty)\). One considers a strictly stationary \(\varphi\)-mixing sequence \(\{X_ k\}_{k\in\mathbb{Z}}\) and random elements \[ W_ n(t)=\tau_ n^{- 1}\left(\sum^{[nt]}_{k=1}X_ k-[nt]EX_ 1 I(| X_ 1|<b_ n)\right),\;t\in[0,1],\;n\in\mathbb{N}, \] and \(\{b_ n\}\), \(\{\tau_ n\}\) are appropriate sequences of positive numbers.
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