We establish a multivariate empirical process central limit theorem for stationary -valued stochastic processes (Xi)i=1 under very weak conditions concerning the dependence structure of the process. As an application, we can prove the empirical process CLT for ergodic torus automorphisms. Our...

We present a new technique for proving the empirical process invariance principle for stationary processes (Xn)n=0. The main novelty of our approach lies in the fact that we only require the central limit theorem and a moment bound for a restricted class of functions (f(Xn))n=0, not containing...