Moment Inequality for Sums of Multi-Indexed Dependent Random Variables
Matematičeskie zametki, Tome 83 (2008) no. 6, pp. 843-856
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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, Lipschitz function.
Mots-clés : Lebesgue measure
Mots-clés : Lebesgue measure
@article{MZM_2008_83_6_a4,
author = {N. Yu. Kryzhanovskaya},
title = {Moment {Inequality} for {Sums} of {Multi-Indexed} {Dependent} {Random} {Variables}},
journal = {Matemati\v{c}eskie zametki},
pages = {843--856},
publisher = {mathdoc},
volume = {83},
number = {6},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2008_83_6_a4/}
}
N. Yu. Kryzhanovskaya. Moment Inequality for Sums of Multi-Indexed Dependent Random Variables. Matematičeskie zametki, Tome 83 (2008) no. 6, pp. 843-856. http://geodesic.mathdoc.fr/item/MZM_2008_83_6_a4/