Almost-sure results for a class of dependent random variables

Authors
Peligrad, M Gut, A
Citation
M. Peligrad et A. Gut, Almost-sure results for a class of dependent random variables, J THEOR PR, 12(1), 1999, pp. 87-104
Citations number
23
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
12
Issue
1
Year of publication
1999
Pages
87 - 104
Database
ISI
SICI code
0894-9840(199901)12:1<87:ARFACO>2.0.ZU;2-A
Abstract
The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by Z(+)(d)-the positive d- dimensional lattice points-and having maximal coefficient of correlation st rictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.