English

Stein's method for negatively associated random variables with applications to second order stationary random fields

Probability 2018-09-11 v3

Abstract

Let ξ=(ξ1,,ξm)\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m) be a negatively associated mean zero random vector with components that obey the bound ξiB,i=1,,m|\xi_i| \le B, i=1,\ldots,m, and whose sum W=i=1mξiW = \sum_{i=1}^m \xi_i has variance 1, the bound d1(L(W),L(Z))5B5.2ijσij. d_1\big({\cal L}(W),{\cal L}(Z)\big) \le 5B - 5.2\sum_{i \not = j} \sigma_{ij}. is obtained where ZZ has the standard normal distribution and d1(,)d_1(\cdot,\cdot) is the L1L^1 metric. The result is extended to the multidimensional case with the L1L^1 metric replaced by a smooth functions metric. Applications to second order stationary random fields with exponential decreasing covariance are also presented.

Keywords

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

R2 v1 2026-06-22T22:07:36.941Z