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

DOI10.1016/J.JMAA.2020.124792zbMATH Open1457.60072arXiv2003.08292OpenAlexW3011444709MaRDI QIDQ1996901FDOQ1996901

Authors: Davide Giraudo 

Publication date: 28 February 2021

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

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.

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

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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)

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Cited In (3)

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

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