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On strong law for blockwise M-orthogonal random fields

Abstract

We consider M-orthogonal random fields. Using a lemma from summability theory, we prove strong law of large numbers for blockwise M-orthogonal random fields under various moment conditions, thereby generalizing some results in the literature from independent random fields.

MSC:60F15.

1 Introduction

Recently, Móricz et al. (cf. [1]) using the summability theory proved a strong law of large numbers for blockwise M-dependent random variables under moment conditions. Huan and Quang (cf. [2]) established the Doob’s inequality for martingale difference arrays and provided a sufficient condition, so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Quang et al. (cf. [3]) provided conditions to obtain the almost sure convergence for a double array of blockwise M-dependent random elements { V m n :m1,n1}, taking values in a real separable Rademacher-type p (1<p2), and they also demonstrated that some of the well-known theorems in the literature were special cases of their results.

Let Z + d , where d is a positive integer, denote the positive integer d-dimensional lattice points. Motivated by the results above, in this paper, we are going to study strong law of large numbers for M-orthogonal random fields ( X n ) with n Z + d . The notation mn, where m=( m 1 , m 2 ,, m d ) and n=( n 1 , n 2 ,, n d ), means that m i n i , 1id, n means n 1 n 2 n d .

Definition 1 The sequence { X n ,n Z + d } is called a sequence of M-orthogonal random variables if

E X k X l =0,
(1.1)

for all k and l with max 1 i d | k i l i |>m.

A somewhat weaker dependence condition is given by the following definition.

Definition 2 For given sequences of natural numbers ( β k i ),( β k i ) (1id) (as k), we say ( X n ) is blockwise M-orthogonal with respect to blocks [ β k 1 ( 1 ) , β k 1 + 1 ( 1 ) )×[ β k 2 ( 2 ) , β k 2 + 1 ( 2 ) )××[ β k d ( d ) , β k d + 1 ( d ) ) if for all k i (1id)N, the random variables ( X n ) are M-orthogonal for indices n[ β k 1 ( 1 ) , β k 1 + 1 ( 1 ) )×[ β k 2 ( 2 ) , β k 2 + 1 ( 2 ) )××[ β k d ( d ) , β k d + 1 ( d ) ).

The latter definition is a generalization of the corresponding definition for the one-dimensional case. It allows the random variables in the different blocks be strongly dependent. The particular case β k i ( i ) = k α , β k i + 1 ( i ) = ( k + 1 ) α , α>1, kN (1id) is especially interesting.

In order to prove our main results, we shall state the following two lemmas, and it will be shown that they play a key role in the proof.

Lemma 1 (cf. [4])

Let { X n ,n Z + d } be a random field with M-orthogonal, centered random variables, if E X n 2 < for all n Z + d , then we have

E ( max k n | S k | ) 2 ( m + 1 ) d ( i = 1 d ( log 2 2 n i ) 2 ) k n E X k 2 .
(1.2)

Next, we consider sequences ( S n )= ( S n ) n = ( 1 , 1 , , 1 ) of real or complex numbers. We say that ( S n ) is boundedly convergent to S if sup n ( 1 , 1 , , 1 ) | S n |< and if for any ε>0 there exists some n 0 (ε) such that | S n S|<ε for all n i n 0 (ε) (1id) (Pringsheim convergence). We write shortly S n S (bd).

Lemma 2 (cf. [5])

Let Ψ 1 (), Ψ 2 (),, Ψ d () be positive, strictly increasing unbounded functions on [0,), and let ( k n ( i ) ) 0 , 1id be strictly increasing sequences of integers with k 0 ( i ) =0, 1id. Consider the following relations for array sequences ( S n ) as n:

t n : = 1 ( Ψ 1 ( k n 1 + 1 ( 1 ) ) Ψ 1 ( k n 1 ( 1 ) ) ) ( Ψ d ( k n d + 1 ( d ) ) Ψ d ( k n d ( d ) ) ) max k n 1 ( 1 ) < j 1 < k n 1 + 1 ( 1 ) k n d ( d ) < j d < k n d + 1 ( d ) | u 1 = k n 1 ( 1 ) + 1 j 1 u d = k n d ( d ) + 1 j d S u | 0 (bd)
(1.3)

and

1 Ψ 1 ( n 1 ) Ψ d ( n d ) u n S u 0(bd).
(1.4)

Then relation (1.3) implies relation (1.4), provided

lim sup n Ψ i ( k n + 1 ( i ) ) Ψ i ( k n ( i ) ) <,1id,
(1.5)

and relation (1.4) implies relation (1.3), provided

lim inf n Ψ i ( k n + 1 ( i ) ) Ψ i ( k n ( i ) ) >1,1id.
(1.6)

Consequently, under condition (1.5) and (1.6) the two relations (1.3) and (1.4) are equivalent.

2 The main results and proofs

With the preliminaries accounted for, we can formulate and prove the main results of this paper.

Theorem 1 Let { X n ,n Z + d } be a random field with centered and integrable random variables being blockwise M-orthogonal with respect to the blocks [ 2 n 1 , 2 n 1 + 1 )×[ 2 n 2 , 2 n 2 + 1 )××[ 2 n d , 2 n d + 1 ). Let Ψ i () be as in Lemma  2 satisfying (1.5) and (1.6) with k n ( i ) = 2 n , nN. If, in addition,

j Z + d ( Ψ 1 ( j 1 ) Ψ d ( j d ) ) 2 [ k = 1 d ( 1 + α log 2 j k ) 2 ] E | X j | 2 <,

then

lim n 1 Ψ 1 ( n 1 ) Ψ d ( n d ) j n X j =0a.s.

Proof By virtue of Lemma 2, it suffices to show that

lim n 1 ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) max n 1 α < j 1 ( n 1 + 1 ) α n d α < j d ( n d + 1 ) α l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l = 0 a.s.
(2.1)

and

sup n 1 | 1 ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) max n 1 α < j 1 ( n 1 + 1 ) α n d α < j d ( n d + 1 ) α l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l | < a.s.
(2.2)

At first, we prove (2.1). Applying the Chebyshev’s inequality gives

n Z + d P { max n 1 α < j 1 ( n 1 + 1 ) α , , n d α < j d ( n d + 1 ) α l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) > ε } 1 ε 2 n Z + d E { max n 1 α < j 1 ( n 1 + 1 ) α , , n d α < j d ( n d + 1 ) α l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) } 2 ( c 1 c d ) 2 ε 2 n Z + d ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ d ( ( n d + 1 ) α ) ) 2 E { max n 1 α < j 1 ( n 1 + 1 ) α , , n d α < j d ( n d + 1 ) α | l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l | } 2 ,

where we used (1.5) and (1.6) yielding Ψ i ( ( n i + 1 ) α ) Ψ i ( n i α ) c i Ψ i ( ( n i + 1 ) α ) with c i >0, 1id, respectively.

Applying Lemma 1 (note that the random variables are within the blocks M-orthogonal), we obtain

( c 1 c d ) 2 ε 2 n Z + d ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ d ( ( n d + 1 ) α ) ) 2 E { max n 1 α < j 1 ( n 1 + 1 ) α , , n d α < j d ( n d + 1 ) α | l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l | } 2 C n Z + d ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ d ( ( n d + 1 ) α ) ) 2 ( m + 1 ) d ( i = 1 d ( log 2 2 ( ( n i + 1 ) α n i α ) ) 2 ) l 1 = n 1 α + 1 ( n 1 + 1 ) α l d = n d α + 1 ( n d + 1 ) α E | X l | 2 C j Z + d E ( | X j | 2 ) n 1 = j 1 1 α 1 ( j 1 + 1 ) 1 α n d = j d 1 α 1 ( j d + 1 ) 1 α ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ d ( ( n d + 1 ) α ) ) 2 k = 1 d [ log 2 2 ( ( n k + 1 ) α n k α ) 2 ] C j Z + d ( Ψ 1 ( j 1 ) Ψ d ( j d ) ) 2 ( k = 1 d ( 1 + α log 2 j k ) 2 ) E ( | X j | 2 ) < ,

where C is a constant, which may differ from line to line. From the Borel-Cantelli lemma it follows that

lim n 1 ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) max 2 n 1 < j 1 2 n 1 + 1 , , 2 n d < j d 2 n d + 1 l 1 = 2 n 1 + 1 j 1 l d = 2 n d + 1 j d X l = 0 a.s.

In order to prove the bounded convergence it remains to show that

sup n 1 | 1 ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) max n 1 α < j 1 ( n 1 + 1 ) α , , n d α < j d ( n d + 1 ) α l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l | < a.s.

Using the same arguments as above with ε=1, we obtain that for almost all ω, there exist only finite many n 1 , n 2 ,, n d such that

| 1 ( Ψ 1 ( ( n 1 + 1 ) α ) Ψ 1 ( n 1 α ) ) ( Ψ d ( ( n d + 1 ) α ) Ψ d ( n d α ) ) max n 1 α < j 1 ( n 1 + 1 ) α , , n d α < j d ( n d + 1 ) α l 1 = n 1 α + 1 j 1 l d = n d α + 1 j d X l | > 1 .

These complete the proof. □

Corollary 1 Let { X n ,n Z + d } be a random field being blockwise M-orthogonal as in Theorem  1 with centered and integrable random variables. If

j Z + d ( j 1 j d ) 2 [ k = 1 d log 2 ( 2 j k ) 2 ] E | X j | 2 <,

then

lim n 1 n 1 n d j n X j =0a.s.

This follows from Theorem 1 choosing for Ψ i (), 1id the identity function.

In particular, a strong law of large numbers holds for a blockwise M-orthogonal random field with bounded pth moment for any p>1 a condition, which is just a little bit stronger than the necessary moment condition in the i.i.d. case. Next, choose

Ψ i (t)= t α i , α i >1/2,1id

in Theorem 1, then we obtain the following corollaries, which are related to the Marcienkiewicz laws in [5].

Corollary 2 Let { X n ,n Z + d } be a random field as in Theorem  1. If

j Z + d ( j 1 α 1 j d α d ) 2 [ k = 1 d log 2 ( 2 j k ) 2 ] E | X j | 2 <,

then

lim n 1 n 1 α 1 n d α d j n X j =0a.s.

Corollary 3 Let { X n ,n Z + d } be a random field with blockwise M-orthogonal, centered random variables satisfying E | X n | 2 M< for all n Z + d , then for any δ>0, we have

lim n 1 n 1 1 2 ( log n 1 ) 1 2 + δ n d 1 2 ( log n d ) 1 2 + δ j n X j =0a.s.

This follows from our Theorem 1, using Ψ i (t)=t ( log t ) 1 2 + δ , 1id.

References

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Acknowledgements

The authors are grateful to the referees for carefully reading the paper and for offering some comments, which helped to improve the paper. The second author is supported by the NNSF of China (No. 11071104), the NSSF of China (13BJY011), PNSF of AnHui (1308085QF113) and GIF of AnHui University of Technology (D2011025).

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Correspondence to Wang Zhong-zhi.

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WZ and XW carried out the design of the study and performed the analysis, WZ drafted the manuscript. All authors read and approved the final manuscript.

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Wu-ling, X., Zhong-zhi, W. On strong law for blockwise M-orthogonal random fields. J Inequal Appl 2013, 380 (2013). https://doi.org/10.1186/1029-242X-2013-380

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Keywords

  • random fields
  • limit theorem
  • M-orthogonal