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On a Conjecture of an Invariance Principle for Sequences of Associated Random Variables

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【作者】 林正炎

【Author】 Lin Zhengyan Department of Mathematics, Hangzhou University

【机构】 Department of Mathematics, Hangzhou University

【摘要】 <正>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

【关键词】 collectionAssociatedvarianceinfiniteslowlypondingenough二万remaining明七
【基金】 Projects supported by the Science Fund of the Chinese Academy of Sciencea.
  • 【文献出处】 Acta Mathematica Sinica ,数学学报(英文版) , 编辑部邮箱 ,1985年04期
  • 【被引频次】1
  • 【下载频次】7
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