A strong approximation theorem for positively dependent Gaussian sequences and its applications

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:395

Article

Fu, Ke-Ang¹  Li, Jie² 

[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Peoples R China

[2] Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou 310018, Peoples R China

关键词: Gaussian sequences;    Law of the iterated logarithm;    Linear positive quadrant dependence;    Partial sums;    Strong approximation;   

DOI  :  10.1016/j.jmaa.2012.03.038

来源: Elsevier

【 摘 要 】

Under the polynomial decay rates and finite second moment, a strong approximation theorem for partial sums of linear positive quadrant dependent Gaussian sequences is derived. As applications, the law of the iterated logarithm, the Chung-type law of the iterated logarithm and the almost sure central limit theorem are obtained with minimal conditions. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free