An invariance principle for negatively associated random variables

查看全文 作　　者：LIN ZhengyanDepartment of Mathematics and Information Science, Hangzhou University, Hangzhou 310028, China 出　　处：《Chinese Science Bulletin》索引1997年第42卷第5期,共6页 摘　　要：A finite collection of random variables, X₁,…, X_n (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=f_j(X₁,…,X_n) 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- 关 键 词：negatively ASSOCIATED RANDOM VARIABLES WEAK INVARIANCE principle.