A strong approximation theorem for quasi-associated sequences

被引：0
|
作者：
Wang, WS [1 ]
机构：
[1] E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2005年 / 21卷 / 06期
基金：
中国博士后科学基金; 中国国家自然科学基金;
关键词：
quasi-association; partial sum; strong approximation; quantile transform;
D O I：
10.1007/s10114-004-0471-7
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
By combining the Csorgo-Revesz quantile transform methods and the Skorohod-Strassen martingale embedding theorem, we prove a strong approximation theorem for quasi-associated random variables with mean zero and finite (2 + delta)th moment under polynomial decay rate. As a consequence, the decay rate for a strong approximation theorem of associated sequences of Yu (1996) is weakened.
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页码：1269 / 1276
页数：8
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