Skip to main content
Log in

Maximal Inequality for Weakly Dependent Random Fields

  • Published:
Mathematical Notes Aims and scope Submit manuscript

Abstract

We obtain a maximal inequality for weakly dependent random fields associated with decreasing covariances of functions (of a certain class) of elements of the field as the distance between the indexing sets tends to infinity.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. V. V. Petrov, Limit theorems for the Sums of Independent Random Variables [in Russian], Nauka, Moscow, 1987.

    Google Scholar 

  2. P. Doukhan, “Mixing: Properties and Examples,” in: Lecture Notes in Statistics, vol. 85, Springer-Verlag, Berlin, 1994.

    Google Scholar 

  3. A. V. Bulinski (Bulinskii) and M. S. Keane, “Invariance principle for associated random fields,” J. of Math. Sci., 81 (1996), no. 5, 2905–2911.

    Google Scholar 

  4. M. J. Wichura, “Inequalities with applications to the weak convergence of random processes with multi-dimensional time parameters,” Ann. Math. Statist., 40 (1969), no. 2, 681–687.

    Google Scholar 

  5. L.-X. Zhang and J. Wen, “A weak convergence for negatively associated fields,” Statist. Probab. Lett., 53 (2001), no. 3, 259–267.

    Google Scholar 

  6. P. Billingsley, Convergence of Probability Measures, J. Wiley, New York-London, 1968; Russian translation: Nauka, Moscow, 1977.

    Google Scholar 

  7. A. V. Bulinskii, “The functional law of the iterated logarithm for associated random fields,” Fund. Prikl. Mat., 1 (1995), no. 3, 623–639.

    Google Scholar 

  8. A. V. Bulinski (Bulinskii) and C. Suquet, “Normal approximation for quasi-associated random fields,” Statist. Probab. Lett., 54 (2001), no. 2, 215–226.

    Google Scholar 

  9. P. Doukhand and G. Lang, “Rates in the empirical central limit theorem for stationary weakly dependent random fields,” Statistical Inference for Stochastic Processes, 5 (2002), no. 2, 199–228.

    Google Scholar 

  10. P. Doukhand and S. Louhichi, “A new weak dependence condition and application to moment inequalities,” Stochastic Process. Appl., 84 (1999), no. 2, 313–342.

    Google Scholar 

  11. A. V. Bulinskii and É. Shabanovich, “Asymptotic behavior of some functionals of positively and negatively dependent random fields,” Fund. Prikl. Mat., 4 (1998), no. 2, 479–492.

    Google Scholar 

  12. A. P. Shashkin, “Quasiassociation of the Gaussian system of random vectors,” Uspekhi Mat. Nauk [Russian Math. Surveys], 57 (2002), no. 6, 199–200.

    Google Scholar 

  13. A. V. Bulinskii, “Inequalities for the moments of the sums of associated multi-indexed of random variables,” Teor. Veroyatnost. i Primenen. [Theory Probab. Appl.], 38 (1993), no. 2, 417–425.

    Google Scholar 

  14. Yu. Yu. Bakhtin and A. V. Bulinskii, “Moment inequalities for the sums of dependent multi-indexed random variables” Fund. Prikl. Mat., 3 (1997), no. 4, 1101–1108.

    Google Scholar 

  15. F. Moricz, “A general moment inequality for the maximum of the rectangular partial sums of multiple series,” Acta Math. Hung., 41 (1983), no. 3–4, 337–346.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Shashkin, A.P. Maximal Inequality for Weakly Dependent Random Fields. Mathematical Notes 75, 717–725 (2004). https://doi.org/10.1023/B:MATN.0000030979.18805.3d

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/B:MATN.0000030979.18805.3d

Navigation