RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1985 Volume 142, Pages 39–47 (Mi znsl4226)

This article is cited in 2 papers

Moment inequalities and the central limit theorem for integrals of random fields with mixing

V. V. Gorodetskii


Abstract: Let $X_u$, $u\in R^q$ be a weakly dependent random field, $EX_u=0$, let $\mu$ be the Lebesque measure in $R^q$, let $V_n$ be an increasing system of subsets in $R^q$ and let $\zeta_n=(\mu(V_n))^{-1/2}\int_{V_n}X_n\,du$. One obtains a central limit theorem for $\zeta_n$ and estimates for the moments $E|\zeta_n|^t$, $t\ge2$.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1987, 36:4, 461–467

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024