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On the invariance principle for stationary ϕ-mixing triangular arrays with infinitely divisible limits
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  • Published: 01 June 1987

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

  • Jorge D. Samur1 

Probability Theory and Related Fields volume 75, pages 245–259 (1987)Cite this article

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.

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References

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Authors and Affiliations

  1. Departamento de Matemática, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, CC 172, 1900, La Plata, Argentina

    Jorge D. Samur

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  1. Jorge D. Samur
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Cite this article

Samur, J.D. On the invariance principle for stationary ϕ-mixing triangular arrays with infinitely divisible limits. Probab. Th. Rel. Fields 75, 245–259 (1987). https://doi.org/10.1007/BF00354036

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  • Received: 26 February 1985

  • Revised: 09 January 1986

  • Published: 01 June 1987

  • Issue Date: June 1987

  • DOI: https://doi.org/10.1007/BF00354036

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Keywords

  • Banach Space
  • Stochastic Process
  • Probability Measure
  • Probability Theory
  • Statistical Theory
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