A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD

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Published: Aug 15, 2009
DOI: https://doi.org/10.14403/jcms.2009.22.3.507
Keywords:
functional central limit theorem, linear process, negative association, random field, maximal inequality
Mathematics Subject Classification (2020):
Primary 60F05, 60G10

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Dae-Hee Ryu
Department of Computer Science, ChungWoon University

Abstract





We prove a functional central limit theorem for a linear random field generated by negatively associated multi-dimensional random variables. Under a 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.





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Article Details

Issue
Vol. 22 No. 3 (2009)
Section
Articles