• Title/Summary/Keyword: Chun-Kwang

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A Note on the Invariance Principle for Associated Sequences

  • Kim, Tae-Sung;Han, Kwang-Hee
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.353-359
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    • 1993
  • In this note we consider other type of tightness than that of Birkel (1988) and prove an invariance principle for nonstationary associated processes by an application of the central limit theorem of Cox and Grimmett (1984), thus avoiding the argument of uniform integrability. This result is an extension to the nonstationary case of an invariance priciple of Newman and Wright (1981) as well as an improvement of the central limit theorem of Cox and Grimmett (1984).

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