On the invariance principle for empirical processes of associated sequences
Probability
2015-09-28 v1
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.
Keywords
Cite
@article{arxiv.1509.07602,
title = {On the invariance principle for empirical processes of associated sequences},
author = {Vadim Demichev},
journal= {arXiv preprint arXiv:1509.07602},
year = {2015}
}