A Weak Convergence Theorem for Order Statistics from Strong-Mixing Processes

摘要

The paper provides sufficient conditions for the weak convergence in the Skorohod space D sup d (a,b) of the processes ((Y sub (1,(nt)) - b sub n)/a sub n, (y sub (2,(nt)) - b sub n)/a sub n,..., (Y sub (d,(nt)) - b sub n)/a sub n), 0 1 > is a stationary strong-mixing sequence of random variables. Under the conditions given, the weak limits of these processes coincide with those obtained when 1 > is a sequence of independent identically distributed random variables. (Author)