A weak convergence for negatively associated fields (Q5952092)

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.