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Zbl 0899.60044
Peligrad, Magda
Maximum of partial sums and an invariance principle for a class of weak dependent random variables. (English)
[J] Proc. Am. Math. Soc. 126, No.4, 1181-1189 (1998). ISSN 0002-9939; ISSN 1088-6826/e

Summary: The aim of this paper is to investigate the properties of the maximum of partial sums for a class of weakly dependent random variables which includes the instantaneous filters of a Gaussian sequence having a positive continuous spectral density. The results are used to obtain an invariance principle and the convergence of the moments in the central limit theorem.
MSC 2000:
*60G70 Extreme value theory (probability)
60G10 Stationary processes
60F15 Strong limit theorems
60E15 Inequalities in probability theory

Keywords: maximal inequalities; functional central limit theorem; weak dependent random variables

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