MOMENT INEQUALITIES AND WEAK-CONVERGENCE FOR NEGATIVELY ASSOCIATED SEQUENCES

Authors
SU C ZHAO LC WANG YB
Citation
C. Su et al., MOMENT INEQUALITIES AND WEAK-CONVERGENCE FOR NEGATIVELY ASSOCIATED SEQUENCES, Science in China. Series A, Mathematics, Physics, Astronomy & Technological Sciences, 40(2), 1997, pp. 172-182
Citations number
12
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Science in China. Series A, Mathematics, Physics, Astronomy & Technological Sciences → ACNP
ISSN journal
10016511
Volume
40
Issue
2
Year of publication
1997
Pages
172 - 182
Database
ISI
SICI code
1001-6511(1997)40:2<172:MIAWFN>2.0.ZU;2-5
Abstract
A probability inequality for S-n and some pth moment (p greater than o r equal to 2) inequalities for \S-n\ and [GRAPHICS] \S-k\ are establis hed. Here S-n, 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 gener al conditions.