On Rio's proof of limit theorems for dependent random fields (Q6204185)
From MaRDI portal
scientific article; zbMATH DE number 7825642
Language | Label | Description | Also known as |
---|---|---|---|
English | On Rio's proof of limit theorems for dependent random fields |
scientific article; zbMATH DE number 7825642 |
Statements
On Rio's proof of limit theorems for dependent random fields (English)
0 references
27 March 2024
0 references
Letting \(\{X_{m,n}:m\geq1,n\geq1\}\) be a doubly-indexed array of random variables, one of the main results of the present paper is a Hsu-Robbins-Erdős-Spitzer-Baum-Katz theorem for the maximum of double sums of the \(X_{m,n}\) under the assumption that there exists a real number \(q\geq1\) such that for all finite subsets \(I\subseteq\mathbb{N}^2\) and all families of increasing functions \(\{f_\lambda:\lambda\in I\}\) there exists a finite constant \(C(q)\) depending only on \(q\) such that \[ \mathbb{E}\left|\sum_{\lambda\in I}\left[f_\lambda(X_\lambda)-\mathbb{E}f_\lambda(X_\lambda)\right]\right|^{2q}\leq C(q)\left(|I|\max_{\lambda\in I}\mathbb{E}|f_\lambda(X_\lambda)|^{2q}+|I|^q\max_{\lambda\in I}\left[\mathbb{E}f_\lambda^2(X_\lambda)\right]^q\right)\,, \] when these expectations are finite. The author also establishes a Feller weak law of large numbers and a Pyke-Root theorem for mean convergence of the maximum of double sums of the \(X_{m,n}\) under the above condition with \(q=1\). The proofs use extensions to random fields of methods developed by \textit{E. Rio} [C. R. Acad. Sci., Paris, Sér. I 320, No. 4, 469--474 (1995; Zbl 0832.60042)], with the author giving a new Rosenthal-type inequality for double sums of dependent random variables using Rio's technique as a warm-up for the main results of the paper.
0 references
dependent random field
0 references
maximal inequality
0 references
law of large numbers
0 references
complete convergence
0 references
mean convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references