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A FUNCTIONAL CENTRAL LIMIT THEOREMFOR NEGATIVELY ASSOCIATED SEQUENCE
引用本文:LuCHUANRONG. A FUNCTIONAL CENTRAL LIMIT THEOREMFOR NEGATIVELY ASSOCIATED SEQUENCE[J]. 高校应用数学学报(英文版), 1997, 12(4): 375-380. DOI: 10.1007/s11766-997-0039-2
作者姓名:LuCHUANRONG
作者单位:DepartmentofMathematics.HangzhouUniversity,Hangzhou.310028.
摘    要:Let(x1,j≥1)be a sequence of negatively associated random variables with ex1=o,ex^21<∞.in this paper a functional central limit theorem for negatively associated random variables under some conditions withbout stationarity is proved which is the same as the results for positively associated random variables.

关 键 词:函数中心 极限理论 连带序列 随机值
收稿时间:1996-06-18

A functional central limit theorem for negatively associated sequence
Lu Chuanrong. A functional central limit theorem for negatively associated sequence[J]. Applied Mathematics A Journal of Chinese Universities, 1997, 12(4): 375-380. DOI: 10.1007/s11766-997-0039-2
Authors:Lu Chuanrong
Affiliation:(1) Department of Mathematics, Hangzhou University, 310028 Hangzhou
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. Supported by the National Natural Science Foundation of China and the Natural Science Foundation of Zhejiang Province.
Keywords:Weak convergence  central limit theorem  negatively associated
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