相伴的高斯随机变量序列的一个强不变原理

A Strong Invariance Principle for Associated Sequences of Gaussian Random Variables

  • 摘要: 本文利用鞅的Skorohod表示, 在序列是高斯的且序列的协方差系数以幂指数速度递减的条件下, 证明了相伴高斯随机变量序列的一个强不变原理\bd 作为推论得到了相伴高斯随机变量序列的重对数律和钟重对数律

     

    Abstract: 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.

     

/

返回文章
返回