Abstract
Let X j ,j ≥ 1 be a sequence of negatively associated random variables with EX j = 0, EX 2 j < ∞ In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved. which is the same as the results for positively associated random variables.
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Supported by the National Natural Science Foundation of China and the Natural Science Foundation of Zhejiang Province.
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Chuanrong, L. A functional central limit theorem for negatively associated sequence. Appl. Math. Chin. Univ. 12, 375–380 (1997). https://doi.org/10.1007/s11766-997-0039-2
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DOI: https://doi.org/10.1007/s11766-997-0039-2