An exponential inequality for orthomartingale differences random fields and some applications

Abstract

In this paper, we establish an exponential inequality for random fields, which is applied in the context of convergence rates in the law of large numbers and Hölderian weak invariance principle.

References in corpus (4)

• Recent advances in invariance principles for stationary sequences
• Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment
• Invariance principle via orthomartingale approximation
• Holderian weak invariance principle under a Hannan type condition