Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields

UDC 519.21 We obtain the moment inequality by considering the central limit theorem for the sums of linearly positive quadrant dependent random fields when the covariance satisfies certain conditions. Applying this moment inequality, we prove the invariance principle.

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Date:2025
Main Author: Mukhamedov, Abdurakhman
Format: Article
Language:English
Published: Institute of Mathematics, NAS of Ukraine 2025
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/8385
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Mukhamedov, Abdurakhman
Mukhamedov, Abdurakhman
author_facet Mukhamedov, Abdurakhman
Mukhamedov, Abdurakhman
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datestamp_date 2025-11-08T09:36:26Z
description UDC 519.21 We obtain the moment inequality by considering the central limit theorem for the sums of linearly positive quadrant dependent random fields when the covariance satisfies certain conditions. Applying this moment inequality, we prove the invariance principle.
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spelling umjimathkievua-article-83852025-11-08T09:36:26Z Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields Mukhamedov, Abdurakhman Mukhamedov, Abdurakhman moment inequality, central limit theorem, linearly positive quadrant dependent random fields, invariance principle. UDC 519.21 We obtain the moment inequality by considering the central limit theorem for the sums of linearly positive quadrant dependent random fields when the covariance satisfies certain conditions. Applying this moment inequality, we prove the invariance principle. УДК 519.21 Нерівність моментів, центральна гранична теорема та принцип інваріантності для лінійно додатних квадрантно залежних випадкових полів Oтримано моментну нерівність з урахуванням центральної граничної теореми для сум лінійно додатних квадрантно залежних випадкових полів у випадку, коли коваріація задовольняє певні умови. Застосовуючи цю моментну нерівність, ми доводимо принцип інваріантності. Institute of Mathematics, NAS of Ukraine 2025-11-07 Article Article https://umj.imath.kiev.ua/index.php/umj/article/view/8385 10.3842/umzh.v77i3.8385 Ukrains’kyi Matematychnyi Zhurnal; Vol. 77 No. 3 (2025); 234 Український математичний журнал; Том 77 № 3 (2025); 234 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/8385/10422 Copyright (c) 2025 Abdurakhman Mukhamedov
spellingShingle Mukhamedov, Abdurakhman
Mukhamedov, Abdurakhman
Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title_alt Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title_full Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title_fullStr Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title_full_unstemmed Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title_short Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
title_sort moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
topic_facet moment inequality
central limit theorem
linearly positive quadrant dependent random fields
invariance principle.
url https://umj.imath.kiev.ua/index.php/umj/article/view/8385
work_keys_str_mv AT mukhamedovabdurakhman momentinequalitycentrallimittheoremandtheinvarianceprincipleforlinearlypositivequadrantdependentrandomfields
AT mukhamedovabdurakhman momentinequalitycentrallimittheoremandtheinvarianceprincipleforlinearlypositivequadrantdependentrandomfields