Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD

  • Ryu, Dae-Hee (Department of Computer Science ChungWoon University)
  • Received : 2009.06.22
  • Accepted : 2009.08.21
  • Published : 2009.09.30
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Abstract

We prove a functional central limit theorem for a linear random field generated by negatively associated multi-dimensional random variables. Under finite second moment condition we extend the result in Kim, Ko and Choi[Kim,T.S, Ko,M.H and Choi, Y.K.,2008. The invariance principle for linear multi-parameter stochastic processes generated by associated fields. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.

Keywords

References

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