Probability and moment inequalities for weakly dependent double-indexed random variables (Q2784987)
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scientific article; zbMATH DE number 1733200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability and moment inequalities for weakly dependent double-indexed random variables |
scientific article; zbMATH DE number 1733200 |
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24 April 2002
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probability and moment inequalities
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weak dependence
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double-indexed random variables
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strong mixing coefficient
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Probability and moment inequalities for weakly dependent double-indexed random variables (English)
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Let \(|V_1-V_2|\) be the Euclidean distance between subsets in \(R^{N}\) and let \(\xi(\vec i)\) be random variables indexed by \(\vec i\in Z_{+}^{N}\). Denote the sigma-field \(\sigma\{\xi(\vec i), \vec i\in V\}\) by \(\sigma(V)\). The uniformly strong mixing coefficient is defined as NEWLINE\[NEWLINE\varphi_{\xi}^{N}(r)= \sup\limits_{A\in\sigma(V_1),B\in\sigma(V_2),|V_1-V_2|\geq r}\left\{\left|{P(AB)\over P(A)}-P(B) \right|, P(A)\neq 0\right\}.NEWLINE\]NEWLINE The author gives an example of a random field that has uniform strong mixing coefficients decreasing to zero while this field is not a collection of independent random variables. The probability and the moment inequalities are obtained for double-indexed weakly dependent random variables and for their sums.
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0.8099537491798401
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0.7747321128845215
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0.7741200923919678
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