This article is cited 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.

UDC: 519.21

Received: 01.08.2007

DOI: 10.4213/mzm4836

 English version: Mathematical Notes, 2008, 83:6, 770–782

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