On Rio's proof of limit theorems for dependent random fields
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.
- scientific article; zbMATH DE number 3487529
- scientific article; zbMATH DE number 3080938
- scientific article; zbMATH DE number 3407754
- Eine Bemerkung zum Satz von Vitali über Konvergenz von Funktionenfolgen: Dem stets hilftsbereiten Herrn Kollegen H. L. Schmid, gewidmet
- scientific article; zbMATH DE number 1839786
- Holomorphic mappings of complex manifolds
- scientific article; zbMATH DE number 5593209
- On \(\varepsilon\)-representations
- scientific article; zbMATH DE number 3148394
- A central limit theorem for non-stationary strongly mixing random fields
- A Combinatorial Lemma and Its Application to Probability Theory
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- A new maximal inequality and invariance principle for stationary sequences
- A note on the rate of convergence in the strong law of large numbers for martingales
- A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers
- Almost-sure results for a class of dependent random variables
- An elementary proof of the strong law of large numbers
- Asymptotic Theory of Weakly Dependent Random Processes
- Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
- Complete Convergence and the Law of Large Numbers
- Convergence of series of conditional expectations
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Convergence Rates in the Law of Large Numbers
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
- Convergence rates in the SLLN for some classes of dependent random fields
- Convergence rates of the strong law for stationary mixing sequences
- Deviation inequalities for Banach space valued martingales differences sequences and random fields
- Equivalent mixing conditions for random fields
- Extreme value theory. An introduction.
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 1031465 (Why is no real title available?)
- scientific article; zbMATH DE number 817367 (Why is no real title available?)
- scientific article; zbMATH DE number 868155 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
- Introduction to strong mixing conditions. Vol. 1.
- Kolmogorov's strong law of large numbers holds for pairwise uncorrelated random variables
- Limit theorems for multi-indexed sums of random variables
- Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Negative association of random variables, with applications
- On a new concept of stochastic domination and the laws of large numbers
- On a Theorem of Hsu and Robbins
- On Convergence in r-Mean of Normalized Partial Sums
- On martingale approximations and the quenched weak invariance principle
- On possible mixing rates for some strong mixing conditions for \(N\)-tuplewise independent random fields
- On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants
- On the dependence coefficients associated with three mixing conditions for random fields
- On the error bound in the normal approximation for Jack measures
- On the Hsu-Robbins-Erdős-Spitzer-Baum-Katz theorem for random fields
- On the spectral density and asymptotic normality of weakly dependent random fields
- On the strong law of large numbers for pairwise independent random variables
- On the strong law of large numbers for sums of pairwise independent random variables
- On the strong limit theorems for double arrays of blockwise M-dependent random variables
- On weak laws of large numbers for maximal partial sums of pairwise independent random variables
- Probability: a graduate course
- Rosenthal type inequalities for random variables
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Some Concepts of Dependence
- Some laws of large numbers for arrays of random upper semicontinuous functions
- The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables
- The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
- The strong law of large numbers for extended negatively dependent random variables
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
This page was built for publication: On Rio's proof of limit theorems for dependent random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6204185)
