Skip to main content
Log in

A strong invariance principle for negatively associated random fields

  • Published:
Czechoslovak Mathematical Journal Aims and scope Submit manuscript

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 + 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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. K. Alam and K. M. L. Saxena: Positive dependence in multivariate distributions. Comm. Statist. A 10 (1981), 1183–1196.

    MathSciNet  Google Scholar 

  2. R. M. Balan: A strong invariance principle for associated random fields. Ann. 33 (2005 Probab.), 823–840.

    MATH  MathSciNet  Google Scholar 

  3. I. Berkes and W. Philipp: Approximation theorems for independent and weakly dependent random vectors. Ann. Probab. 7 (1979), 19–54.

    Article  MathSciNet  Google Scholar 

  4. I. Berkes and G. J. Morrow: Strong invariance principles for mixing random fields. Z. Wahrsch. view. Gebiete 57 (1981), 15–37.

    Article  MATH  MathSciNet  Google Scholar 

  5. Bulinski and Shashkin: The strong invariance principles for dependent multi-indexed random variables. Dokl. Acad. Nauk 403 (2005), 155–158.

    Google Scholar 

  6. Bulinski and Shashkin: Strong invariance principles for dependent random fields. ISM Lect. Notes-Monograph Series Dynamics and Stochastics 48 (2006), 128–143.

    Article  MathSciNet  Google Scholar 

  7. G. H. Cai and J. F. Wang: Uniform bounds in normal approximation under negatively associated random fields. Statistics and Probability Letters 79 (2009), 215–222.

    Article  MATH  MathSciNet  Google Scholar 

  8. M. Csörgő and P. Révész: I. A new method to prove Strassen type laws of invariance principle. Z. Wahrsch. view. Gebiete 31 (1975), 255–260.

    Article  Google Scholar 

  9. M. Csörgő and P. Révész: Strong Approximations in Probability and Statistics. Academic Press, New York, 1981.

    Google Scholar 

  10. W. Feller: An Introduction to Probability Theory and its Applications 2. 2nd ed John Wiley. New York, 1971.

    Google Scholar 

  11. K. Joag-Dev and F. Proschan: Negative association of random variables with applications. Ann. Statist. 11 (1983), 286–295.

    Article  MathSciNet  Google Scholar 

  12. C. M. Newman: Asympotic independence and limit theorems for positively and negatively dependent random variables. Inequalities in Statistics and Probability (Tong, Y. L., ed., Institute of Mathematical Statistics, Hayward, CA), 1984, pp. 127–140.

    Chapter  Google Scholar 

  13. G. G. Roussas: Asymptotic normality of random fields of positively or negatively associated processes. J. Multivariate Anal. 50 (1994), 152–173.

    Article  MATH  MathSciNet  Google Scholar 

  14. Q. M. Shao and C. Su: The law of the iterated logarithm for negatively associated random variables. Stochastic Process. Appl. 83 (1999), 139–148.

    Article  MATH  MathSciNet  Google Scholar 

  15. C. Su, L. Zhao and Y. Wang: Moment inequalities and weak convergence for negatively associated sequences. Sci. China Ser. A 40 (1997), 172–182.

    Article  MathSciNet  Google Scholar 

  16. M. J. Wichura: Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments. Ann. Probab. 1 (1973), 272–296.

    Article  MATH  MathSciNet  Google Scholar 

  17. H. Yu: A strong invariance principle for associated sequences. Ann. Probab. 24 (1996), 2079–2097.

    Article  MATH  MathSciNet  Google Scholar 

  18. L. X. Zhang: A functional central limit theorem for asymptotically negatively dependent random fields. Acta Math. Hungar. 86 (2000), 237–259.

    Article  MATH  MathSciNet  Google Scholar 

  19. L. X. Zhang: The weak convergence for functions of negatively associated random variables. J. Multivariate Anal. 78 (2001), 272–298.

    Article  MATH  MathSciNet  Google Scholar 

  20. L. X. Zhang and J. W. Wen: A weak convergence for negatively associated fields. Statist. Probab. Lett. 53 (2001), 259–267.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Guang-hui Cai.

Additional information

This paper is supported by National Social Science Foundation of China (09BTJ003).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Cai, Gh. A strong invariance principle for negatively associated random fields. Czech Math J 61, 27–40 (2011). https://doi.org/10.1007/s10587-011-0015-0

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10587-011-0015-0

Keywords

MSC 2010

Navigation