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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 191–207
(Mi znsl1172)
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This article is cited in 3 scientific papers (total in 3 papers)
On asymptotic behaviour of increments of random fields
A. N. Frolov Saint-Petersburg State University
Abstract:
We derive universal strong laws for increments of sums of i.i.d. random variables with multidimensional indices where an exponential moment does not exist. Our theorems yield the strong law of large numbers, the law of the iterated logarithm and the Csörgő-Révész laws for random fields. New results are obtained for distributions from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.
Received: 15.11.2002
Citation:
A. N. Frolov, “On asymptotic behaviour of increments of random fields”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 191–207; J. Math. Sci. (N. Y.), 128:1 (2005), 2604–2613
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Abstract page: | 194 | Full-text PDF : | 59 | References: | 51 |
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