A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences

Summary With the help of an extension of Hoeffding's equality, we develop a way for estimating the covariance structures for empirical functions of associated sequences in terms of covariances of the original random variables. Based on these estimations, a Glivenko-Cantelli lemma for associated sequences and weak convergence for empirical processes of stationary associated sequences are obtained, all under the conditions on covariances of the original random variables.This research has been supported partially by a scholarship from the Faculty of Graduate Studies and Research of Carleton University, Ottawa, and by an NSERC Canada grant of M. Csörg