An exponential inequality for associated variables

We prove an exponential inequality for positively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence. We show that for geometrically decreasing covariances our conditions are fulfilled, identifying a convergence rate for the strong law of large numbers.http://www.sciencedirect.com/science/article/B6V1D-4FGXPHS-2/1/4bb07b9cbcfcc09f853b4c1761598db