An exponential inequality for orthomartingale difference random fields and some applications (Q6047213)
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scientific article; zbMATH DE number 7747036
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English | An exponential inequality for orthomartingale difference random fields and some applications |
scientific article; zbMATH DE number 7747036 |
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An exponential inequality for orthomartingale difference random fields and some applications (English)
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9 October 2023
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This paper establishes an exponential inequality for random fields, based on orthomartingale difference sequences. The proof is based on an inductive argument with respect to the dimension of the random field. As an application, convergence rates in the law of large numbers and a weak invariance principle in Hölder spaces for random fields are derived.
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random fields
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orthomartingales
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functional central limit theorem
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Hölder spaces
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