A new covariance inequality and applications. (Q2574576): Difference between revisions

Three measures of dependence, i.e.\ strong mixing-type, mixingale-type and s-weak dependence coefficients are considered and compared and useful examples describing the behaviour of these coefficients are given. Further, a new covariance inequality based on mixingale type coefficient is proved and compared with a similar result developed recently for strong mixing sequences. New sufficient conditions to obtain sharp versions of Donsker invariance principle and Marcinkiewicz strong law of large numbers for weakly dependent sequences are established.