Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation

DOI10.1016/J.JMAA.2020.124792MaRDI QIDQ1996901zbMATH OpenOpenAlexFDO

Authors Davide Giraudo

Publication date 28 February 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.08292

zbMATH Keywords

random fieldsbounded law of the iterated logarithms

Mathematics Subject Classification ID

Random fields (60G60) Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17)

Abstract: We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of orthomartingales is treated. Then results on projective conditions are derived.

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Cited in

(3)

• Moment inequalities for sums of weakly dependent random fields
• Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
• Deviation inequality for Banach-valued orthomartingales

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