(1) Department of Mathematical Sciences, University of Cincinnati, Cincinnati, Ohio, 45221-0025;(2) Department of Mathematics, Uppsala University, Box 480, S-751 06 Uppsala, Sweden
Abstract:
The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by d+ —the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.