Moment inequalities and weak convergence for negatively associated sequences |
| |
| Authors: | Chun Su Lincheng Zhao Yuebao Wang |
| |
| Institution: | (1) Department of Statistics and Finance, University of Science and Technology of China, 230026 Hefei, China;(2) Department of Mathematics, Zhanjiang Normal Institute, 524048 Zhanjiang, China |
| |
| Abstract: | A probability inequality for Sn and somepth moment (p⩾2) inequalities for |Sn| and max 1⩽k⩽n | Sk| are established. Here Sn is the partial sum of a negatively associated sequence. Based on these inequalities, a weak invariance principle for strictly
stationary negatively associated sequences is proved under some general conditions.
Project supported by the National Natural Science Foundation of China, the Doctoral Program Foundation of the State Education
Commission of China and the High Eductional Natural Science Foundation of Guangdong Province. |
| |
| Keywords: | NA (negatively associated) sequences partial sums maximum partial sums moment inequalities weak invariance principle |
| 本文献已被 SpringerLink 等数据库收录！ |
