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A Central Limit Theorem for Random Fields of Negatively Associated Processes

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Abstract

A central limit theorem for negatively associated random fields is established under the fairly general conditions. We use the finite second moment condition instead of the finite (2+δ)th moment condition used by Roussas.(15) A similar result is also given for positively associated sequences.

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Correspondence to Ming Yuan.

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Yuan, M., Su, C. & Hu, T. A Central Limit Theorem for Random Fields of Negatively Associated Processes. Journal of Theoretical Probability 16, 309–323 (2003). https://doi.org/10.1023/A:1023538824937

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