On Rio's proof of limit theorems for dependent random fields
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866913617134223360 |
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| author | Thành, Lê Vǎn |
| author_facet | Thành, Lê Vǎn |
| contents | This paper presents an exposition of Rio's proof of the strong law of large numbers and extends his method to random fields. In addition to considering the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers, we go a step further by establishing (i) the Hsu--Robbins--Erdös--Spitzer--Baum--Katz theorem, (ii) the Feller weak law of large numbers, and (iii) the Pyke--Root theorem on mean convergence for dependent random fields. These results significantly improve several particular cases in the literature. The proof is based on new maximal inequalities that hold for random fields satisfying a very general dependence structure. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_14016 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On Rio's proof of limit theorems for dependent random fields Thành, Lê Vǎn Probability 60F05, 60F15, 60F25 This paper presents an exposition of Rio's proof of the strong law of large numbers and extends his method to random fields. In addition to considering the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers, we go a step further by establishing (i) the Hsu--Robbins--Erdös--Spitzer--Baum--Katz theorem, (ii) the Feller weak law of large numbers, and (iii) the Pyke--Root theorem on mean convergence for dependent random fields. These results significantly improve several particular cases in the literature. The proof is based on new maximal inequalities that hold for random fields satisfying a very general dependence structure. |
| title | On Rio's proof of limit theorems for dependent random fields |
| topic | Probability 60F05, 60F15, 60F25 |
| url | https://arxiv.org/abs/2412.14016 |