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\to \infty. 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 Csorgo and Revesz [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.Comment: Published at http://dx.doi.org/10.1214/009117904000001071 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
