A strong invariance principle for negatively associated random fields

Guang-hui Cai

Czechoslovak Mathematical Journal (2011)

  • Volume: 61, Issue: 1, page 27-40
  • ISSN: 0011-4642

Abstract

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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 + δ ) 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.

How to cite

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Cai, Guang-hui. "A strong invariance principle for negatively associated random fields." Czechoslovak Mathematical Journal 61.1 (2011): 27-40. <http://eudml.org/doc/196488>.

@article{Cai2011,
abstract = {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.},
author = {Cai, Guang-hui},
journal = {Czechoslovak Mathematical Journal},
keywords = {strong invariance principle; negative association; random field; blocking technique; quantile transform; strong invariance principle; negative association; random field; blocking technique; quantile transform},
language = {eng},
number = {1},
pages = {27-40},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A strong invariance principle for negatively associated random fields},
url = {http://eudml.org/doc/196488},
volume = {61},
year = {2011},
}

TY - JOUR
AU - Cai, Guang-hui
TI - A strong invariance principle for negatively associated random fields
JO - Czechoslovak Mathematical Journal
PY - 2011
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 61
IS - 1
SP - 27
EP - 40
AB - 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.
LA - eng
KW - strong invariance principle; negative association; random field; blocking technique; quantile transform; strong invariance principle; negative association; random field; blocking technique; quantile transform
UR - http://eudml.org/doc/196488
ER -

References

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