Journal of applied mathematics & informatics
- Volume 1 Issue 1
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- Pages.31-42
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- 1994
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
CENTRAL LIMIT THEOREM FOR ASSOCIATED RANDOM VARIABLE
Abstract
In this paper we investigate an functional central limit theorem for a nonstatioary d-parameter array of associated random variables applying the crite-rion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for the d-dimensional associated random measure. These re-sults are also applied to show a new functional central limit theorem for Poisson cluster random variables.
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