The invariance principle for nonstationary sequences of associated random variables

Przemysław Matuła; Zdzisław Rychlik

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 3, page 387-397
  • ISSN: 0246-0203

How to cite

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Matuła, Przemysław, and Rychlik, Zdzisław. "The invariance principle for nonstationary sequences of associated random variables." Annales de l'I.H.P. Probabilités et statistiques 26.3 (1990): 387-397. <http://eudml.org/doc/77385>.

@article{Matuła1990,
author = {Matuła, Przemysław, Rychlik, Zdzisław},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {associated sequence of random variables; invariance principle},
language = {eng},
number = {3},
pages = {387-397},
publisher = {Gauthier-Villars},
title = {The invariance principle for nonstationary sequences of associated random variables},
url = {http://eudml.org/doc/77385},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Matuła, Przemysław
AU - Rychlik, Zdzisław
TI - The invariance principle for nonstationary sequences of associated random variables
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 3
SP - 387
EP - 397
LA - eng
KW - associated sequence of random variables; invariance principle
UR - http://eudml.org/doc/77385
ER -

References

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  1. [1] P. Billingsley, Convergence of Probability Measures, (Wiley, New York, 1968). Zbl0172.21201MR233396
  2. [2] T. Birkel, The invariance principle for associated processes, Stoch. Process. Appl., 27 (1988), 57-71. Zbl0632.60001MR934529
  3. [3] J. Esary, F. Proschan and D. Walkup, Association of random variables with applications, Ann. Math. Statist., 38 (1967), 1466-1474. Zbl0183.21502MR217826
  4. [4] N. Herrndorf, The invariance principle for φ-mixing sequences, Z. Warsch. Verw. Geb.63 (1983), 97-108. Zbl0494.60036MR699789
  5. [5] C.M. Newman and A.L. Wright, Associated variables random variables and martingale inequalities, Z. Warsch. Verw. Geb., 59 (1982), 361-371. Zbl0465.60010MR721632
  6. [6] C.M. Newman and A.L. Wright, An invariance principle for certain dependent sequences, Ann. Probab, 9 (1981), 671-675. Zbl0465.60009MR624694
  7. [7] K.R. Partasarathy, Probability Measures on Metric Spaces, (Academic Press, New York, 1967). Zbl0153.19101MR226684
  8. [8] Z. Rychlik and I. Szyszkowski, The invariance principle for φ-mixing sequences, Teor. Verojatnost. Primenen., 32 (1987), 616-619. Zbl0626.60031MR914962

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