A strong approximation theorem for positively dependent Gaussian sequences and its applications
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- 作者：Ke-Ang Fu ; Jie Li
- 关键词：Gaussian sequences ; Law of the iterated logarithm ; Linear positive quadrant dependence ; Partial sums ; Strong approximation
- 刊名：Journal of Mathematical Analysis and Applications
- 出版年：2012
- 出版时间：15 November, 2012
- 年：2012
- 卷：395
- 期：2
- 页码：448-454
- 全文大小：225 K
文摘
Under the polynomial decay rates and finite second moment, a strong approximation theorem for partial sums of linear positive quadrant dependent Gaussian sequences is derived. As applications, the law of the iterated logarithm, the Chung-type law of the iterated logarithm and the almost sure central limit theorem are obtained with minimal conditions.