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| A Strong Approximation Theorem for Quasi-associated Sequences | |
| 引用本文： | Wen Sheng WANG. A Strong Approximation Theorem for Quasi-associated Sequences[J]. 数学学报(英文版), 2005, 21(6): 1269-1276. DOI: 10.1007/s10114-004-0471-7 |
| 作者姓名： | Wen Sheng WANG |
| 作者单位： | [1]Department of Statistics, East China Normal University, Shanghai 200062, P. R. China [2]Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, P. R. China |
| 基金项目： | Research supported by NSFC （10401037） and China Postdoctoral Science Foundation |
| 摘 要： | By combining the Csorgo-Révész quantile transform methods and the Skorohod-Strassen martingale embedding theorem, we prove a strong approximation theorem for quasi-associated random variables with mean zero and finite （2 ＋ δ）th moment under polynomial decay rate. As a consequence, the decay rate for a strong approximation theorem of associated sequences of Yu （1996） is weakened. |
| 关 键 词： | 强逼近 分位数转换 关联序列 局部和 |
| 收稿时间： | 2003-03-10 |
| 修稿时间： | 2003-03-102003-10-08 |
A Strong Approximation Theorem for Quasi-associated Sequences |
|
| Wen Sheng Wang. A Strong Approximation Theorem for Quasi-associated Sequences[J]. Acta Mathematica Sinica(English Series), 2005, 21(6): 1269-1276. DOI: 10.1007/s10114-004-0471-7 | |
| Authors: | Wen Sheng Wang |
| Affiliation: | (1) Department of Statistics, East China Normal University, Shanghai 200062, P. R. China;(2) Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, P. R. China |
| Abstract: | Abstract By combining the Cs?rgő–Révész quantile transform methods and the Skorohod–Strassen martingale embedding theorem, we prove a strong approximation theorem for quasi-associated random variables with mean zero and finite (2+δ)th moment under polynomial decay rate. As a consequence, the decay rate for a strong approximation theorem of associated sequences of Yu (1996) is weakened. Research supported by NSFC (10401037) and China Postdoctoral Science Foundation |
| Keywords: | Quasi-association Partial sum Strong approximation Quantile transform |
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