A strong invariance principle for associated random fields

成果类型:
Article
署名作者:
Balan, RM
署名单位:
University of Ottawa
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/009117904000001071
发表日期:
2005
页码:
823-840
关键词:
strassen-type laws iterated logarithm random-variables random vectors functional law SEQUENCES inequalities THEOREMS
摘要:
In this paper we generalize Yu's [Ann. Probab. 24 (1996) 2079-2097] strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n -> infinity. The main tools that we use are the following: the Berkes and Morrow [Z. Wahrsch. Verw. Gebiete 57 (1981) 15-37] multiparameter blocking technique, the Csorgo and Revesz [Z. Wahrsch. Verw.. Gebiete 31 (1975) 255-260] quantile transform method and the Bulinski [Theory Probab. Appl. 40 (1995) 136-144] rate of convergence in the CLT.
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