Moment inequalities and weak convergence for negatively associated sequences
- Cite this article as:
- Su, C., Zhao, L. & Wang, Y. Sci. China Ser. A-Math. (1997) 40: 172. doi:10.1007/BF02874436
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A probability inequality for Sn and somepth moment (p⩾2) inequalities for |Sn| and max 1⩽k⩽n | Sk| are established. Here Sn 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.