We establish new exponential inequalities for partial sums of random fields. Next, using classical chaining arguments, we give sufficient conditions for partial sum processes indexed by large classes of sets to converge to a set-indexed brownian motion. For stationary fields of bounded random variables, the condition is expressed in terms of a series of conditional expectations. For non-uniform -mixing random fields, we require both finite fourth moments and an algebraic decay of the mixing coefficients.
Mots clés : functional central limit theorem, stationary random fields, moment inequalities, exponential inequalities, mixing, metric entropy, chaining
@article{PS_2001__5__77_0,
author = {Dedecker, J\'er\^ome},
title = {Exponential inequalities and functional central limit theorems for random fields},
journal = {ESAIM: Probability and Statistics},
pages = {77--104},
publisher = {EDP-Sciences},
volume = {5},
year = {2001},
zbl = {1003.60033},
mrnumber = {1875665},
language = {en},
url = {http://www.numdam.org/item/PS_2001__5__77_0/}
}
TY - JOUR AU - Dedecker, Jérôme TI - Exponential inequalities and functional central limit theorems for random fields JO - ESAIM: Probability and Statistics PY - 2001 DA - 2001/// SP - 77 EP - 104 VL - 5 PB - EDP-Sciences UR - http://www.numdam.org/item/PS_2001__5__77_0/ UR - https://zbmath.org/?q=an%3A1003.60033 UR - https://www.ams.org/mathscinet-getitem?mr=1875665 LA - en ID - PS_2001__5__77_0 ER -
Dedecker, Jérôme. Exponential inequalities and functional central limit theorems for random fields. ESAIM: Probability and Statistics, Tome 5 (2001), pp. 77-104. http://www.numdam.org/item/PS_2001__5__77_0/
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