A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields

Lionel Truquet

The goal of this note is to give a new moment inequality for sums of some weakly dependent random fields. Our result extends moment bounds given by Wu (2007) or Liu and Lin (2008) for causal autoregressive processes and follows using recursive applications of the Burkhölder inequality for martingales.

Mots clés: primary; secondary; Random fields; Weak dependence; Moment inequalities

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

Lionel Truquet. A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields. Statistics and Probability Letters, 2010, 80 (21-22), pp.1673. ⟨10.1016/j.spl.2010.07.011⟩. ⟨hal-00671842⟩