Asymptotic behavior of increments of random fields (Q2567792)

Consider a random field \(\{ X_k, k\in \mathbb Z^d_+\}\) of i.i.d. random variables possessing {\underbar{no}} exponential moment. The author extends his earlier work (Frolov (2000): \(d=1\), Frolov (2002): exponential moment) to derive universal strong laws of large numbers for the maximum increments of \(\{X_k\}\), taken over rectangles of a certain \(a_n, 1\leq a_n \leq n\), in the large cube \((0,n^{1/d}]\). The results include the strong law of large numbers, the law of the iterated logarithm, and (so-called) Cörgő-Révész type laws for increments of random fields, and cover distributions from the domain of attraction to the normal law as well as completely asymmetric stable laws of index \(1<\alpha<2\). Proofs are based on precise large deviations bounds suitable subsequence arguments, and the Borel-Cantelli lemma.