Stein's method for negatively associated random variables with applications to second order stationary random fields
Probability
2018-09-11 v3
Abstract
Let be a negatively associated mean zero random vector with components that obey the bound , and whose sum has variance 1, the bound is obtained where has the standard normal distribution and is the metric. The result is extended to the multidimensional case with the metric replaced by a smooth functions metric. Applications to second order stationary random fields with exponential decreasing covariance are also presented.
Cite
@article{arxiv.1710.03106,
title = {Stein's method for negatively associated random variables with applications to second order stationary random fields},
author = {Nathakhun Wiroonsri},
journal= {arXiv preprint arXiv:1710.03106},
year = {2018}
}
Comments
19 pages. arXiv admin note: text overlap with arXiv:1603.05322