  We study the convergence of the false discovery proportion (FDP) of the
Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the
correlation $\rho_m$ converges to zero as the hypothesis number $m$ grows to
infinity. By contrast with the standard convergence rate $m^{1/2}$ holding
under independence, this study shows that the FDP converges to the false
discovery rate (FDR) at rate $\{\min(m,1/\rho_m)\}^{1/2}$ in this
equi-correlated model.
