Mathematics – Probability
Scientific paper
2001-09-21
Theory of Probability and Its Applications, Vol 50/2, 2004, pages 214-224
Mathematics
Probability
17 pages
Scientific paper
10.1137/S0040585X97981676
We adapt arguments concerning entropy-theoretic convergence from the independent case to the case of FKG random variables. FKG systems are chosen since their dependence structure is controlled through covariance alone, though in the sequel we use many of the same arguments for weakly dependent random variables. As in previous work of Barron and Johnson, we consider random variables perturbed by small normals, since the FKG property gives us control of the resulting densities. We need to impose a finite susceptibility condition -- that is, the covariance between one random variable and the sum of all the random variables should remain finite.
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