| 相伴的高斯随机变量序列的一个强不变原理 |
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| 引用本文： | 王文胜.相伴的高斯随机变量序列的一个强不变原理[J].应用概率统计,2006,22(4):347-357. |
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| 作者姓名： | 王文胜 |
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| 作者单位： | 华东师范大学统计系,上海,200062 |
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| 摘 要： | 本文利用鞅的Skorohod表示, 在序列是高斯的且序列的协方差系数以幂指数速度递减的条件下,证明了相伴高斯随机变量序列的一个强不变原理\bd 作为推论得到了相伴高斯随机变量序列的重对数律和钟重对数律
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| 关 键 词： | 相伴高斯随机序列 部分和 强不变原理 |
| 收稿时间： | 2006-03-13 |
| 修稿时间： | 2006年3月13日 |
A Strong Invariance Principle for Associated Sequences of Gaussian Random Variables |
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| WANG WENSHENG.A Strong Invariance Principle for Associated Sequences of Gaussian Random Variables[J].Chinese Journal of Applied Probability and Statisties,2006,22(4):347-357. |
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| Authors: | WANG WENSHENG |
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| Institution: | Department of Statistics, East China Norrrtal University, Shanghai, 200062 |
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| Abstract: | In this paper, by applying the Skorohod martingale embedding theorem, we prove a strong invariance principle for an associated sequence of Gaussian random variables under the restrictions that the sequence is Gaussian and the covariance coefficients of the sequence decay with power decay rates. As consequences, the law of the iterated logarithm and Chung's law of the iterated logarithm for associated sequences of Gaussian random variables are obtained. |
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