English

On the functional CLT for slowly mixing triangular arrays

Probability 2022-04-12 v4

Abstract

In \cite{MPU} a functional CLT was obtained for triangular arrays satisfying the Lindeberg condition, that the sum of the individual variances is at most the same order as the variance of the underlying sum, and under the optimal mixing rats nρ(2n)<\sum_{n}\rho(2^n)<\infty, where ρ()\rho(\cdot) are the ρ\rho-mixing coefficients of the array. In this paper we will present alternative conditions which do not involve the assumption on the sum of variances, and instead we will assume certain maximal moment assumptions (which we can verify for ϕ\phi-mixing arrays) and mixing rates of the form nρ(eG(n))<\sum_n\rho(e^{G(n)})<\infty where G(n)G(n) grows sub-linearly fast in nn (e.g. G(n)=n/ln(lnn)G(n)=n/\ln(\ln n)). We will also discuss alternative conditions to the ones in the functional CLT for α\alpha-mixing triangular arrays which was obtained in \cite{MP}.

Cite

@article{arxiv.2111.05807,
  title  = {On the functional CLT for slowly mixing triangular arrays},
  author = {Yeor Hafouta},
  journal= {arXiv preprint arXiv:2111.05807},
  year   = {2022}
}

Comments

Shorter version; A few misprints were corrected

R2 v1 2026-06-24T07:33:59.978Z