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A functional central limit theorem for negatively associated sequence

A functional central limit theorem for negatively associated sequence Let X j ,j ≥ 1 be a sequence of negatively associated random variables with EX j = 0, EX 2 j < ∞ In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved. which is the same as the results for positively associated random variables. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics-A Journal of Chinese Universities Springer Journals

A functional central limit theorem for negatively associated sequence

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Publisher
Springer Journals
Copyright
Copyright © 1997 by Editorial Committee of Applied Mathematics-A Journal of Chinese Universities
Subject
Mathematics; Mathematics, general; Applications of Mathematics
ISSN
1005-1031
eISSN
1993-0445
DOI
10.1007/s11766-997-0039-2
Publisher site
See Article on Publisher Site

Abstract

Let X j ,j ≥ 1 be a sequence of negatively associated random variables with EX j = 0, EX 2 j < ∞ In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved. which is the same as the results for positively associated random variables.

Journal

Applied Mathematics-A Journal of Chinese Universities – Springer Journals

Published: Jun 30, 1997

References

  • The invariance principle for associated processes
    Birkel, T.
  • A functional central limit theorem for positively dependent random variables
    Birkel, T.
  • Some concepts of dependence
    Lehmann, E. L.
  • Central limit theorems for dependent variables
    Withers, C. S.
  • PhD thesis
    Yu, H.