Journal of the Korean Statistical Society

  • 제24권1호
  • /
  • Pages.249-256
  • /
  • 1995
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A Note on Stationary Linearly Positive Quadrant Dependent Sequences

  • Kim, Tae-Sung (Department of Statistics, Won-Kwang University, Iksan 540-749)
  • 발행 : 1995.06.01
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초록

In this note we prove an invariance principle for strictly stationary linear positive quadrant dependent sequences, satifying some assumption on the covariance structure, $0 < \sum Cov(X_1,X_j) < \infty$. This result is an extension of Burton, Dabrowski and Dehlings' invariance principle for weakly associated sequences to LPQD sequences as well as an improvement of Newman's central limit theorem for LPQD sequences.

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참고문헌

  1. Convergence of Probability Measures Billingsley,P.
  2. Journal of Multivariate Analysis v.44 A functional central limit theorem for positively dependent random variables Birkel,T.
  3. Stochastic Processes and their Applications v.23 An invariance principle for weakly associated random vectors Burton,R.M.;Dabrowski,A.;Dehling,H.
  4. The Annals of Mathematical Statistics v.38 Association of random variables with application Esary,J.;Proschan,F.;Walkup,D.
  5. The Annals of Mathematical Statistics v.37 Some concepts of dependence Lehmann,E.L.
  6. Communications in Mathematical Physics v.74 Normal fluctuations and the FKG inequalities Newmann,C.M.
  7. inequalities in Statistics and Probability Asymptotic independence and limit theorems for positively and negatively dependent random variables Newman,C.M.;Y.L.Tond(ed.)
  8. The Annals of Probability An invariance principle for certain dependent sequence Newman,C.M.;Wright,A.L.