Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields

DOI10.1080/17442508.2021.1920942zbMATH Open1492.60141arXiv1909.10943OpenAlexW3159481764MaRDI QIDQ5086905FDOQ5086905

Authors: Davide Giraudo 

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d. random fields when the summation is done on rectangles. The study is done via the control of the moments of an appropriated maximal function. Applications to functionals of linear random fields, functions of a Gaussian linear random field and Volterra process are given.

Full work available at URL: https://arxiv.org/abs/1909.10943

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zbMATH Keywords

random fieldsbounded law of the iterated logarithms

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10)

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Cited In (3)

• Moment inequalities for sums of weakly dependent random fields
• An Upper Bound in a Law of the Iterated Logarithm for Rademacher Function
• Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation

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