On the invariance principle for stationary ϕ-mixing triangular arrays with infinitely divisible limits
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- Samur, J.D. Probab. Th. Rel. Fields (1987) 75: 245. doi:10.1007/BF00354036
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Given a stationary, ϕ-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.