An invariance principle for weakly associated random vectors

Robert M. Burton, AndréRobert Dabrowski and Herold Dehling

Stochastic Processes and their Applications, 1986, vol. 23, issue 2, 301-306

Abstract: The positive dependence notion of association for collections of random variables is generalized to that of weak association for collections of vector valued random elements in such a way as to allow negative dependencies in individual random elements. An invariance principle is stated and proven for a stationary, weakly associated sequence of d-valued or separable Hilbert space valued random elements which satisfy a covariance summability condition.

Keywords: invariance; principle; association (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (13)

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