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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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