Communications of the Korean Mathematical Society (대한수학회논문집)
- Volume 10 Issue 3
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- Pages.707-714
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- 1995
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- 1225-1763(pISSN)
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- 2234-3024(eISSN)
A functional central limit theorem for positively dependent random vectors
- Kim, Tae-Sung (Department of Statistics, Won-Kwang University) ;
- Baek, Jong-Il (Department of Statistics, Won-Kwang University)
- Published : 1995.07.01
Abstract
In this note, we extend the concepts of linearly positive quadrant dependence to the random vectors and prove a functional central limit theorem for positively quadrant dependent sequence of $R^d$-valued or separable Hilbert space valued random elements which satisfy a covariance summability condition. This result is an extension of a functional central limit theorem for weakly associated random vectors of Burton et al. to positive quadrant dependence case.