The functional central limit theorem under the strong mixing condition

Citation
F. Merlevede et M. Peligrad, The functional central limit theorem under the strong mixing condition, ANN PROBAB, 28(3), 2000, pp. 1336-1352
Citations number
17
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
28
Issue
3
Year of publication
2000
Pages
1336 - 1352
Database
ISI
SICI code
0091-1798(200007)28:3<1336:TFCLTU>2.0.ZU;2-D
Abstract
We prove a central limit theorem for strongly mixing sequences under a shar p sufficient condition which combines the rate of the strong mixing coeffic ient with the quantile function. The result improves on all earlier central limit theorems for this type of dependence and answers a conjecture raised by Bradley in 1997. Moreover, we derive the corresponding functional central limit theorem.