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Invariance principles in probability for stable processes generated by a class of dependent sequences
Authors:Andr   Robert Dabrowski
Affiliation:André Robert Dabrowski
Abstract:
We prove an invariance principle in probability for φ-mixing sequences of random variables taking values in a separable Banach space. The conditions on the dependence structure required for this approximation result are known to be necessary and sufficient for weak convergence of the partial-sum process to the appropriate limiting process.
Keywords:Invariance principles  φ  -mixing  Banach-space-valued random variables
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