Moment inequalities for sums of weakly dependent random fields

MaRDI QIDQ6441873zbMATH OpenFDO

Authors Gilles Blanchard, Alexandra Carpentier, Oleksandr Zadorozhnyi

Publication date 28 June 2023

Abstract: We derive both Azuma-Hoeffding and Burkholder-type inequalities for partial sums over a rectangular grid of dimension $d$ of a random field satisfying a weak dependency assumption of projective type: the difference between the expectation of an element of the random field and its conditional expectation given the rest of the field at a distance more than $delta$ is bounded, in $L^p$ distance, by a known decreasing function of $delta$. The analysis is based on the combination of a multi-scale approximation of random sums by martingale difference sequences, and of a careful decomposition of the domain. The obtained results extend previously known bounds under comparable hypotheses, and do not use the assumption of commuting filtrations.

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