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On the invariance principle for empirical processes of associated sequences

Preprint published in 2015 by Vadim Demichev ORCID
This paper is available in a repository.
This paper is available in a repository.

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Preprint: policy unknown
Question mark in circle
Postprint: policy unknown
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Published version: policy unknown

Abstract

We consider empirical processes generated by strictly stationary sequences of associated random variables. S. Louhichi established an invariance principle for such processes, assuming that the covariance function decays rapidly enough. We show that under certain conditions imposed on the pairwise distributions of the random variables in question the restrictions on the rate of decay of the covariance function can be relaxed.