Thanks! I works. I modified my ~/.tmux.conf file to be like this:

# Activate mouse mode

set -g mouse on

# Enter copy mode and scroll up with PageUp

bind-key -n Pageup copy-mode -u

# Scroll down with PageDown; if at the bottom, it will exit copy mode automatically

bind-key -T copy-mode-vi Pagedown send-keys -X page-down

bind-key -T copy-mode-vi Pageup send-keys -X page-up