An improvement of the mixing rates in a counter-example to the weak invariance principle

DOI10.1016/J.CRMA.2015.07.013zbMath1334.60019OpenAlexW2180526832MaRDI QIDQ889492

Davide Giraudo

Publication date: 6 November 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2015.07.013

zbMATH Keywords

weak invariance principlecentral limit theoremstrictly stationary processmixing rates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Cites Work

• A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
• A counter example to central limit theorem in Hilbert spaces under a strong mixing condition
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables

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