A strong invariance principle for negatively associated random fields

被引：1

作者：

Cai, Guang-hui ^{[1
]}

机构：

[1] Zhejiang Gongshang Univ, Dept Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China

来源：

CZECHOSLOVAK MATHEMATICAL JOURNAL | 2011年 / 61卷 / 01期

关键词：

strong invariance principle; negative association; random field; blocking technique; quantile transform; STRASSEN-TYPE LAWS; WEAK-CONVERGENCE; ITERATED LOGARITHM; RANDOM-VARIABLES; SEQUENCES;

D O I：

10.1007/s10587-011-0015-0

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we obtain a strong invariance principle for negatively associated random fields, under the assumptions that the field has a finite (2 + delta)th moment and the covariance coefficient u(n) exponentially decreases to 0. The main tools are the Berkes-Morrow multi-parameter blocking technique and the CsorgA-R,v,sz quantile transform method.

引用

页码：27 / 40

页数：14

共 20 条

[1]

ALAM K, 1981, COMMUN STAT A-THEOR, V10, P1183

[2] A strong invariance principle for associated random fields [J].

Balan, RM .

ANNALS OF PROBABILITY, 2005, 33 (02) :823-840

[3] STRONG INVARIANCE-PRINCIPLES FOR MIXING RANDOM-FIELDS [J].

BERKES, I ;

MORROW, GJ .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 57 (01) :15-37

[4]

BERKES I, 1979, ANN PROBAB, V7, P19

[5]

BULINSKI, 2006, ISM LECT NOTES MONOG, V48, P128

[6]

BULINSKI, 2005, DOKL ACAD NAUK, V403, P155

[7] Uniform bounds in normal approximation under negatively associated random fields [J].

Cai, Guang-hui ;

Wang, Jian-Feng .

STATISTICS & PROBABILITY LETTERS, 2009, 79 (02) :215-222

[8] NEW METHOD TO PROVE STRASSEN TYPE LAWS OF INVARIANCE PRINCIPLE .1. [J].

CSORGO, M ;

REVESZ, P .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 31 (04) :255-259

[9]

Csorgo M., 1981, STRONG APPROXIMATION

[10]

Feller W., 1991, An Introduction to Probability Theory and Its Applications

← 1 2 →