A strong invariance principle for associated random fields

Abstract

In this paper we generalize Yu’s [Ann. Probab. 24 (1996) 2079–2097] strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n→∞. The main tools that we use are the following: the Berkes and Morrow [Z. Wahrsch. Verw. Gebiete 57 (1981) 15–37] multi-parameter blocking technique, the Csörgő and Révész [Z. Wahrsch. Verw. Gebiete 31 (1975) 255–260] quantile transform method and the Bulinski [Theory Probab. Appl. 40 (1995) 136–144] rate of convergence in the CLT.