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Moment inequalities and weak convergence for negatively associated sequences.

Authors :
Su, Chun
Zhao, Lincheng
Wang, Yuebao
Source :
Science in China. Series A: Mathematics, Physics & Astronomy; Feb1997, Vol. 40 Issue 2, p172-182, 11p
Publication Year :
1997

Abstract

A probability inequality for S<subscript>n</subscript> and some pth moment ( p⩾2) inequalities for |S<subscript>n</subscript>| and max 1⩽k⩽n | S<subscript>k</subscript>| are established. Here S<subscript>n</subscript> 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10069283
Volume :
40
Issue :
2
Database :
Complementary Index
Journal :
Science in China. Series A: Mathematics, Physics & Astronomy
Publication Type :
Academic Journal
Accession number :
49371550
Full Text :
https://doi.org/10.1007/BF02874436