A sharp correlation inequality with application to almost sure local limit theorem

MaRDI QIDQ4915059zbMATH OpenFDO

Authors Michel Weber

Publication date 16 April 2013

Full work available at URL https://arxiv.org/abs/1012.3636, http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=31.1&nrA=5&ppB=79&ppE=98

zbMATH Keywords

almost sure versionBernoulli partcorrelation inequalityi.i.d. random variableslattice distributedlocal limit theoremsquare integrable

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

Abstract: We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values in an arbitrary lattice. This extends a recent similar result jointly obtained with Antonini-Giuliano, under a slightly stronger absolute moment assumption (of order $2+u$ with $u>0$). The approach used to treat the case $u>0$ breaks down when $u=0$. MacDonald's concept of the Bernoulli part of a random variable is used in a crucial way to remedy this.

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Cited in

(7)

• Sharp polynomial estimates for the decay of correlations
• A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law
• A Borel-Cantelli lemma and its applications
• Classical and almost sure local limit theorems
• A strengthened asymptotic uniform distribution property
• A uniform semi-local limit theorem along sets of multiples for sums of i.i.d. random variables
• Almost sure local limit theorem for the Dickman distribution

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