ON AN INVARIANCE PRINCIPLE FOR UNIFORMLY STRONG MIXING
STATIONARY SEQUENCES WHEN
Abstract: We prove that for uniformly strong mixing strictly stationary sequences a weak
invariance principle holds for random variables with the second moment divergent. This is an
extension of the result of Peligrad [8] for random variables with finite variance.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -