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A strong approximation theorem for positively dependent Gaussian sequences and its applications

Authors :
Fu, Ke-Ang
Li, Jie
Source :
Journal of Mathematical Analysis & Applications. Nov2012, Vol. 395 Issue 2, p448-454. 7p.
Publication Year :
2012

Abstract

Abstract: 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. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
0022247X
Volume :
395
Issue :
2
Database :
Academic Search Index
Journal :
Journal of Mathematical Analysis & Applications
Publication Type :
Academic Journal
Accession number :
77974302
Full Text :
https://doi.org/10.1016/j.jmaa.2012.03.038