A weak convergence for negatively associated fields
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Let \(\{X_{\mathbf n};{\mathbf n}\in N^d\}\) be a field of stationary centered negatively associated random variables with \(0<EX^2_{\mathbf n}<\infty\). Define \(W_{\mathbf n}({\mathbf t})= S_{[{\mathbf n}{\mathbf t}]}/ \sqrt{|{\mathbf n}|}\), \({\mathbf t}\in [0,1]^d\), where \(S_{\mathbf n}=\sum_{{\mathbf k}\leq{\mathbf n}}X_{\mathbf k}\). The authors prove that \(ES^2_{\mathbf n}/ |{\mathbf n}|\to \sigma^2< \infty\) and \(W_{\mathbf n}\) converges weakly to \(\sigma W\) in the space \(D_{[0,1]^d}\) endowed with the Skorokhod topology, where \(W\) is a \(d\)-dimensional standard Wiener process.
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Cites work
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A functional central limit theorem for asymptotically negatively dependent random fields
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- An invariance principle for certain dependent sequences
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- Convergence rates in the strong laws of asymptotically negatively associated random fields
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- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
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Cited in
(21)- Uniform bounds in normal approximation under negatively associated random fields
- Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices
- Convergence rates in the strong laws for a class of dependent random fields
- Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
- Determinantal probability measures
- Moment inequalities and convergence rates in the strong laws for \(\rho^-\)-mixing random fields
- Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions
- Inequalities of maximum of partial sums and weak convergence for a class of weak dependent random variables
- Maximal moment inequality for partial sums of strong mixing sequences and application
- A general multiparameter version of Gnedenko's transfer theorem
- On complete convergence for weighted sums of NA random fields
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- A strong invariance principle for negatively associated random fields
- The strong law of large numbers for linear random fields generated by negatively associated random variables on Z^d
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- Estimation of partial linear error-in-variables models for \(\rho ^{ - }\)-mixing dependence data
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