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On the invariance principle for stationary ϕ-mixing triangular arrays with infinitely divisible limits

✍ Scribed by Jorge D. Samur


Publisher
Springer
Year
1987
Tongue
English
Weight
728 KB
Volume
75
Category
Article
ISSN
1432-2064

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✦ Synopsis


Given a stationary, @mixing triangular array of Banach space valued random vectors whose row sums converge weakly to an infinitely divisible probability measure, necessary and sufficient conditions for the validity of the corresponding invariance principle in distribution are given.