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A Strong Approximation Theorem for Quasi-associated Sequences
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,2005,21(6):1269-1276.
Authors:Wen Sheng Wang
Institution:(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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