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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 304–315
(Mi znsl1210)
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This article is cited in 2 scientific papers (total in 2 papers)
Rate of convergence of increments for random fields
O. E. Shcherbakova Saint-Petersburg State Polytechnical University
Abstract:
The purpose of this paper is to obtain exact convergence rate in the limit theorems for maximal increments of random fields
\begin{align}
S_{N,a_{N}}&=\max\Bigl\{\sum _{i<k\leq j}X_{k}:|j|\leq N,|j-i|\leq a_{N}\Bigr\},\notag\\
S^{\star}_{N,a_{N}}&=\max\Bigl\{\sum _{i<k\leq j}X_{k}:|j|\leq N,| j-i|=a_{N}\Bigr\},\notag
\end{align}
where $N\in\mathbb{N}$ and $a_{N}=c\log N+\lambda\log_{2} N+o(\log_{2} N)$, $c>c_{0}$, $\lambda\in\mathbb{R}$, $X_{n}$ is a sequence of multi-dimension indexed i.i.d. centered random variables having a finite moment generating function in right neighborhood of zero, $|n|$ is defined by multiplying of coordinates.
Received: 20.11.2003
Citation:
O. E. Shcherbakova, “Rate of convergence of increments for random fields”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 304–315; J. Math. Sci. (N. Y.), 128:1 (2005), 2669–2676
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https://www.mathnet.ru/eng/znsl1210 https://www.mathnet.ru/eng/znsl/v298/p304
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Abstract page: | 172 | Full-text PDF : | 38 | References: | 39 |
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