A strong invariance principle for negatively associated random fields
Czechoslovak Mathematical Journal, Tome 61 (2011) no. 1, pp. 27-40
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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 Csörgő-Révész quantile transform method.
DOI :
10.1007/s10587-011-0015-0
Classification :
60B10, 60F15, 60F17, 60G60
Keywords: strong invariance principle; negative association; random field; blocking technique; quantile transform
Keywords: strong invariance principle; negative association; random field; blocking technique; quantile transform
@article{10_1007_s10587_011_0015_0,
author = {Cai, Guang-hui},
title = {A strong invariance principle for negatively associated random fields},
journal = {Czechoslovak Mathematical Journal},
pages = {27--40},
publisher = {mathdoc},
volume = {61},
number = {1},
year = {2011},
doi = {10.1007/s10587-011-0015-0},
mrnumber = {2782757},
zbl = {1224.60008},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1007/s10587-011-0015-0/}
}
TY - JOUR AU - Cai, Guang-hui TI - A strong invariance principle for negatively associated random fields JO - Czechoslovak Mathematical Journal PY - 2011 SP - 27 EP - 40 VL - 61 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.1007/s10587-011-0015-0/ DO - 10.1007/s10587-011-0015-0 LA - en ID - 10_1007_s10587_011_0015_0 ER -
%0 Journal Article %A Cai, Guang-hui %T A strong invariance principle for negatively associated random fields %J Czechoslovak Mathematical Journal %D 2011 %P 27-40 %V 61 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.1007/s10587-011-0015-0/ %R 10.1007/s10587-011-0015-0 %G en %F 10_1007_s10587_011_0015_0
Cai, Guang-hui. A strong invariance principle for negatively associated random fields. Czechoslovak Mathematical Journal, Tome 61 (2011) no. 1, pp. 27-40. doi: 10.1007/s10587-011-0015-0
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