학술저널
A FUNCTIONAL CENTRAL LIMIT THEOREM FOR LINEAR RANDOM FIELD GENERATED BY NEGATIVELY ASSOCIATED RANDOM FIELD
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 22, No. 3
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2009.09507 - 517 (11 pages)
- 0
We prove a functional central limit theorem for a linear random ¯eld generated by negatively associated multi-dimensional random variables. Under a ¯nite second moment condition we ex- tend 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 sto-chastic processes generated by associated ¯elds. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.
1. Introduction
2. Preliminaries
3. A functional central limit theorem
Appendix
References
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