Chinese Quarterly Journal of Mathematics ›› 2010, Vol. 25 ›› Issue (3): 470-474.

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An Invariance Principle for ρ-Mixing Random Sequences

  

  1. College of Science, Guilin University of Technology
  • Received:2008-05-13 Online:2010-09-30 Published:2023-05-30
  • About author: LIU Xiao-ping(1966- ), female, native of Guilin, Guangxi, an associate professor of Guilin University of Technology, engaged in probability statistics.
  • Supported by:
    Supported by the National Natural Science Foundation of China(10661006); Supported by the New Century Guangxi Ten-hundred-thousand Talents Project(2005214);

Abstract: In this paper, we establish an invariance principle for ρ-mixing random sequences under some moment condition. The result improve and extend the relevant result of Wu(2003).

Key words: ρ-mixing random sequence, invariance principle, moment condition

CLC Number: