A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD

• 발행기관: 충청수학회
• 저자명: Dae Hee Ryu
• 간행물 정보: 『Journal of the Chungcheong Mathematical Society』Volume 22, No. 3, 507~517쪽, 전체 11쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 2009.09.30

영문 초록

We prove a functional central limit theorem for a linear random ¯eld generated by negatively associated multi-dimensional random variables. Under a ¯nite second moment condition we ex- tend the result in Kim, Ko and Choi[Kim,T.S, Ko,M.H and Choi, Y.K.,2008. The invariance principle for linear multi-parameter sto-chastic processes generated by associated ¯elds. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.

목차

1. Introduction

2. Preliminaries

3. A functional central limit theorem

Appendix

References