• 제목/요약/키워드: weak invariance principle

검색결과 3건 처리시간 0.014초

SELF-NORMALIZED WEAK LIMIT THEOREMS FOR A ø-MIXING SEQUENCE

  • Choi, Yong-Kab;Moon, Hee-Jin
    • 대한수학회보
    • /
    • 제47권6호
    • /
    • pp.1139-1153
    • /
    • 2010
  • Let {$X_j,\;j\geq1$} be a strictly stationary $\phi$-mixing sequence of non-degenerate random variables with $EX_1$ = 0. In this paper, we establish a self-normalized weak invariance principle and a central limit theorem for the sequence {$X_j$} under the condition that L(x) := $EX_1^2I{|X_1|{\leq}x}$ is a slowly varying function at $\infty$, without any higher moment conditions.