Abstract
The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by ℤ + d —the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.
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Peligrad, M., Gut, A. Almost-Sure Results for a Class of Dependent Random Variables. Journal of Theoretical Probability 12, 87–104 (1999). https://doi.org/10.1023/A:1021744626773
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DOI: https://doi.org/10.1023/A:1021744626773