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.

引用

页码：1269 / 1276

页数：8

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