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On a Conjecture of an Invariance Principle for Sequences of Associated Random Variables 被引量:2

On a Conjecture of an Invariance Principle for Sequences of Associated Random Variables
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摘要 A finite collection of random variables, X1} —, Xm, is said to be associated if any two coordinatewise nondecreasing functions /i and /a on Rm such that Jt = fj(Xi} , Xm~) has finite variance for j = l, 2, Oov(/i,fa)>0; an infinite collection is said to be associated if every finite subcollection is. associated. Thus the concept of "association" is introduced as dependence in probability (Esary, Proschan and Walkup (1967)). It is relative to a lot of practical models, such as the percolation models, the Ising models of statistical mechanics. Therefore, some people are
作者 林正炎
出处 《Acta Mathematica Sinica,English Series》 SCIE 1985年第4期343-347,共5页 数学学报(英文版)
基金 Projects supported by the Science Fund of the Chinese Academy of Sciencea.
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