On the functional CLT for slowly mixing triangular arrays

preprint2022arXivOpen access

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}ρ(2^n)<\infty, where ρ(⋅)ρ(\cdot) are the ρρ-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 ϕϕ-mixing arrays) and mixing rates of the form ∑nρ(eG(n))<∞\sum_nρ(e^{G(n)})<\infty where G(n)G(n) grows sub-linearly fast in nn (e.g. G(n)=n/ln⁡(ln⁡n)G(n)=n/\ln(\ln n)). We will also discuss alternative conditions to the ones in the functional CLT for αα-mixing triangular arrays which was obtained in \cite{MP}.

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