Abstract
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.
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Project supported by the National Natural Science Foundation of China, the Doctoral Program Foundation of the State Education Commission of China and the High Eductional Natural Science Foundation of Guangdong Province.
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Su, C., Zhao, L. & Wang, Y. Moment inequalities and weak convergence for negatively associated sequences. Sci. China Ser. A-Math. 40, 172–182 (1997). https://doi.org/10.1007/BF02874436
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DOI: https://doi.org/10.1007/BF02874436