A strong invariance principle for positively or negatively associated random fields
Alexey Shashkin
Statistics & Probability Letters, 2008, vol. 78, issue 14, 2121-2129
Abstract:
We prove a new coupling theorem stating the proximity of positively or negatively associated random vectors to vectors with independent increments. It is applied to the proof of strong invariance principle under weakest known conditions.
Date: 2008
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