An invariance principle in L2[0, 1] for non stationary φ-mixing sequences
نویسندگان
چکیده
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 φ-mixing random variables. Our result is not available in the D(0, 1)-setting.
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