A general correlation inequality for level sets of sums of independent random variables using the Bernoulli part with applications to the almost sure local limit theorem
Let $X=\{X_j , j\ge 1\}$ be a sequence of independent, square integrable variables taking values in a common lattice $\mathcal L(v_{ 0},D )= \{v_{ k}=v_{ 0}+D k , k\in \Z\}$. Let $S_n=X_1+\ldots +X_n$, $a_n= {\mathbb E\,} S_n$, and $\s_n^2={\rm Var}(S_n)\to \infty$ with $n$. Assume that for each $j$...
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Zusammenfassung: | Let $X=\{X_j , j\ge 1\}$ be a sequence of independent, square integrable
variables taking values in a common lattice $\mathcal L(v_{ 0},D )= \{v_{
k}=v_{ 0}+D k , k\in \Z\}$.
Let $S_n=X_1+\ldots +X_n$, $a_n= {\mathbb E\,} S_n$, and $\s_n^2={\rm
Var}(S_n)\to \infty$ with $n$. Assume that for each $j$, $\t_{X_j} =\sum_{k\in
\Z}{\mathbb P}\{X_j=v_k\}\wedge{\mathbb P}\{X_j=v_{k+1}\}>0$. Using the
Bernoulli part, we prove a general sharp correlation inequality extending the
one we obtained in the i.i.d.\,case in \cite{W3}: Let $0 |
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DOI: | 10.48550/arxiv.2305.19372 |