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MR1220055 (94f:60051) 60F17 (60B10 60F05 60G10) Shao, Qi Man An invariance principle for stationary $\rho$-mixing sequences with infinite variance. A Chinese summary appears in Chinese Ann. Math. Ser. A 14 (1993), no. 1, 134. Chinese Ann. Math. Ser. B 14 (1993), no. 1, 27--42.

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