A strong invariance principle for negatively associated random fields

Cai, Guang-hui

Czechoslovak Mathematical Journal, Tome 61 (2011) no. 1, pp. 27-40

Abstract (VO)

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.

Détail

DOI : 10.1007/s10587-011-0015-0

Classification : 60B10, 60F15, 60F17, 60G60
Keywords: strong invariance principle; negative association; random field; blocking technique; quantile transform

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