1,098 research outputs found
On the Newman Conjecture
We consider a random field, defined on an integer-valued d-dimensional
lattice, with covariance function satisfying a condition more general than
summability. Such condition appeared in the well-known Newman's conjecture
concerning the central limit theorem (CLT) for stationary associated random
fields. As was demonstrated by Herrndorf and Shashkin, the conjecture fails
already for d=1. In the present paper, we show the validity of modified
conjecture leaving intact the mentioned condition on covariance function. Thus
we establish, for any positive integer d, a criterion of the CLT validity for
the wider class of positively associated stationary fields. The uniform
integrability for the squares of normalized partial sums, taken over growing
parallelepipeds or cubes, plays the key role in deriving their asymptotic
normality. So our result extends the Lewis theorem proved for sequences of
random variables. A representation of variances of partial sums of a field
using the slowly varying functions in several arguments is employed in
essential way
Pl\"unnecke inequalities for measure graphs with applications
We generalize Petridis's new proof of Pl\"unnecke's graph inequality to
graphs whose vertex set is a measure space. Consequently, this gives new
Pl\"unnecke inequalities for measure preserving actions which enable us to
deduce, via a Furstenberg correspondence principle, Banach density estimates in
countable abelian groups that improve on those given by Jin.Comment: 24 pages, 1 figur
Strong invariance principle for dependent random fields
A strong invariance principle is established for random fields which satisfy
dependence conditions more general than positive or negative association. We
use the approach of Cs\"{o}rg\H{o} and R\'{e}v\'{e}sz applied recently by Balan
to associated random fields. The key step in our proof combines new moment and
maximal inequalities, established by the authors for partial sums of
multiindexed random variables, with the estimate of the convergence rate in the
CLT for random fields under consideration.Comment: Published at http://dx.doi.org/10.1214/074921706000000167 in the IMS
Lecture Notes--Monograph Series
(http://www.imstat.org/publications/lecnotes.htm) by the Institute of
Mathematical Statistics (http://www.imstat.org
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