Rosenthal type inequalities for \(B\)-valued strong mixing random fields and their applications (Q1267233)
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English | Rosenthal type inequalities for \(B\)-valued strong mixing random fields and their applications |
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Rosenthal type inequalities for \(B\)-valued strong mixing random fields and their applications (English)
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12 July 1999
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The main result of the paper is a Rosenthal-type inequality for the partial sums of a strongly mixing random field with values in a Banach space \(B\). The notion of mixing is based on a maximal correlation coefficient where the correlations are taken from random variables with values in \(B\) and in its dual space \(B^\star\), respectively. \(B\) must be of Rademacher type \(p\). Furthermore either \(B^\star\) must have the Radon-Nikodym property or \(B\) has to be reflexive. Some applications on the weak law of large numbers for \(B\)-valued mixing sequences and on the Marcinkiewicz-Zygmund laws for \(B\)-valued mixing fields are given.
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moment inequality
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mixing
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random field
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law of large numbers
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