An invariance principle for negatively associated random variables

作     者：LIN ZhengyanDepartment of Mathematics and Information Science, Hangzhou University, Hangzhou 310028, China 

作者机构：Department of Mathematics and Information Science Hangzhou University Hangzhou China 

出 版 物：《Chinese Science Bulletin》 (科学通报(英文版))

年 卷 期：1997年第42卷第5期

页      面：359-364页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：National Natural Science Foundation of China,NSFC Natural Science Foundation of Zhejiang Province,ZJNSF 

主　　题：negatively associated random variables weak invariance principle. 

摘      要：A finite collection of random variables, X1,…, Xn （n≥2）, is said to be negatively associated （NA） if any two coordinatewise nondecreasing （or nonincreasing） functions f1 and f2 on Rn, such that （?）j=fj（X1,…,Xn） have a finite variance for j=1, 2 and Cov（（?）1,（?）2）≤0; an infinite collection is said to be NA if every finite subcollection is NA. It is relative to a lot of practical problems, such as reliability theory, percolation models and multivariate statistical analysis. Matula （1992） studied the strong laws of large numbers for an NA sequence. Recent-