CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2006, 22(4) 347-357 DOI:      ISSN: 1001-4268 CN: 31-1256

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WANG Wensheng
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A Strong Invariance Principle for Associated Sequences of Gaussian Random Variables

WANG Wensheng

Department of Statistics, East China Normal University

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In this paper, by applying the Skorohod martingale embedding theorem, we prove a strong invariance principle for an associated sequence of Gaussian random variables under the restrictions that the sequence is Gaussian and the covariance coefficients of the sequence decay with power decay rates. As consequences, the law of the iterated logarithm and Chung's law of the iterated logarithm for associated sequences of Gaussian random variables are obtained.

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Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: WANG Websheng
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