Strong Approximations of Martingale Vectors and Their Applications in Markov-Chain Adaptive Designs

The strong approximations of a class of R~d-valued martingales are considered.The conditions usedin this paper are easier to check than those used in 3] and 9].As an application,the strong approximation ofa class of non-homogenous Markov chains is established,and the asymptotic properties are established for themulti-treatment Markov chain adaptive designs in clinical trials.