Local dependencies in random fields via a Bonferroni-type inequality

Adam Jakubowski; Jan Rosiński

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arXiv · 1709.01165

Local dependencies in random fields via a Bonferroni-type inequality

Adam Jakubowski·Jan Rosiński

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Abstract

We provide an inequality which is a useful tool in studying both large deviation results and limit theorems for sums of random fields with "negligible" small values. In particular, the inequality covers cases of stable limits for random variables with heavy tails and compound Poisson limits of $0-1$ random variables.

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Adam Jakubowski, Jan Rosiński. 2017-09-04. Local dependencies in random fields via a Bonferroni-type inequality. https://arxiv.org/abs/1709.01165

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