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