An Invariance Principle for $\phi$-Mixing Sequences
نویسندگان
چکیده
منابع مشابه
An invariance principle in L2[0, 1] for non stationary φ-mixing sequences
Abstract. Invariance principle in L(0, 1) is studied using signed random measures. This approach to the problem uses an explicit isometry between L(0, 1) and a reproducing kernel Hilbert space giving a very convenient setting for the study of compactness and convergence of the sequence of Donsker functions. As an application, we prove a L(0, 1) version of the invariance principle in the case of...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1985
ISSN: 0091-1798
DOI: 10.1214/aop/1176992814