Exponential inequalities and functional central limit theorems for random fields

Author: Dedecker Jérôme  

Publisher: Edp Sciences

E-ISSN: 1262-3318|5|issue|77-104

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.5, Iss.issue, 2010-03, pp. : 77-104

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Abstract

We establish new exponential inequalities for partial sums of random fields. Next, using classicalchaining arguments, we give sufficient conditions for partial sum processes indexed by large classes ofsets to converge to a set-indexed Brownian motion. For stationary fields of bounded random variables, thecondition is expressed in terms of a series of conditional expectations. For non-uniform ϕ-mixingrandom fields, we require both finite fourth moments and an algebraic decay of the mixing coefficients.