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  • Author or Editor: Rafał Kulik x
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In this article we prove a weak invariance principle for a strictly stationary φ -mixing sequence { X j } j≧1 , whose truncated variance function
\documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage{bbm} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $$L(x): = EX_1^2 1_{\{ |X_1 | \leqq _x \} }$$ \end{document}
is slowly varying at ∞ and mixing coefficients satisfy the logarithmic growth condition: Σ n ≧1 φ 1/2 (2 n ) < ∞. This will be done under the condition that
\documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage{bbm} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $$\mathop {\lim }\limits_n Var\left( {\sum\limits_{j = 1}^n {\hat X_j } } \right)/\left[ {\sum\limits_{j = 1}^n {Var (\hat X_j )} } \right] = \beta ^2$$ \end{document}
exists in (0, ∞), where
\documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage{bbm} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $$\hat X_j = X_j I_{\{ |X_j | \leqq \eta _j \} }$$ \end{document}
and η n 2nL ( η n ).
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