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

Let ξ = (ξ1, . . ., ξm) be a negatively associated mean-zero random vector with components that obey the bound |ξi| ≤ B, i = 1, . . ., m, and whose sum W = ∑i=1mξi has variance 1. The bound d1(ℒ(W), ℒ(Z)) ≤ 5B - 5.2∑i≠ jσij is obtained, where Z has the standard normal distribution and d1(∙, ∙) is the L1 metric. The result is extended to the multidimensional case with the L1 metric replaced by a smooth functions metric. Applications to second-order stationary random fields with exponential decreasing covariance are also presented.