The functional central limit theorem under the strong mixing condition

• 成果类型: Article
• 署名作者: Merlevède, F; Peligrad, M
• 署名单位: Sorbonne Universite; University System of Ohio; University of Cincinnati
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2000
• 页码: 1336-1352
• 关键词: random-variables; SEQUENCES

摘要

We prove a central limit theorem for strongly mixing sequences under a sharp sufficient condition which combines the rate of the strong mixing coefficient 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.