A sharp correlation inequality with an application to almost sure local limit theorem

Details A sharp correlation inequality with an application to almost sure local limit theorem A sharp correlation inequality with an application to almost sure local limit theorem

2010-12-16

arxiv.org/abs/1012.3636v1

Mathematics

Probability

Scientific paper

We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values in an arbitrary lattice. This extends a recent similar result jointly obtained with Antonini-Giuliano, under a slightly stronger absolute moment assumption (of order $2+u$ with $u>0$). The approach used to treat the case $u>0$ breaks down when $u=0$. MacDonald's concept of the Bernoulli part of a random variable is used in a crucial way to remedy this.

Affiliated with

Also associated with

No associations

Rating

A sharp correlation inequality with an application to almost sure local limit theorem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A sharp correlation inequality with an application to almost sure local limit theorem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A sharp correlation inequality with an application to almost sure local limit theorem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-219490