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This article is cited in 1 scientific paper (total in 1 paper)
Moment Inequality for Sums of Multi-Indexed Dependent Random Variables
N. Yu. Kryzhanovskaya M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We study a real random field defined on an integer lattice. Its dependence is described by certain covariance inequalities. We obtain an upper bound of absolute moments of appropriate order for particular sums (generated by a given field) taken over finite sets of arbitrary configuration.
Keywords:
real random field, weak association of random variables, moment inequality, covariance inequalities, Lebesgue measure, Lipschitz function.
Received: 01.08.2007
Citation:
N. Yu. Kryzhanovskaya, “Moment Inequality for Sums of Multi-Indexed Dependent Random Variables”, Mat. Zametki, 83:6 (2008), 843–856; Math. Notes, 83:6 (2008), 770–782
Linking options:
https://www.mathnet.ru/eng/mzm4836https://doi.org/10.4213/mzm4836 https://www.mathnet.ru/eng/mzm/v83/i6/p843
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Abstract page: | 539 | Full-text PDF : | 222 | References: | 60 | First page: | 10 |
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