Scaling Limits for Associated Random Measures

  • Kim, Tae-Sung (Department of Statistics, Won Kwang University, Iri, 570-749) ;
  • Hahn, Kwang-Hee (Department of Computer Science, Chun-Buk San-up University, Kunsan, 573-400)
  • Published : 1992.12.01

Abstract

In this paper we investigate scaling limits for associated random measures satisfying some moment conditions. No stationarity is required. Our results imply an improvement of a central limit theorem of Cox and Grimmett to associated random measure and an extension to the nonstationary case of scaling limits of Burton and Waymire. Also we prove an invariance principle for associated random measures which is an extension of the Birkel's invariance principle for associated process.

Keywords