Probability Theory and Related Fields

, Volume 75, Issue 2, pp 245–259

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

  • Jorge D. Samur
Article

DOI: 10.1007/BF00354036

Cite this article as:
Samur, J.D. Probab. Th. Rel. Fields (1987) 75: 245. doi:10.1007/BF00354036

Summary

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.

Copyright information

© Springer-Verlag 1987

Authors and Affiliations

  • Jorge D. Samur
    • 1
  1. 1.Departamento de Matemática, Facultad de Ciencias ExactasUniversidad Nacional de La Plata, CC 172La PlataArgentina