On the strong law of large numbers for delayed sums and random fields (Q626026)
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English | On the strong law of large numbers for delayed sums and random fields |
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On the strong law of large numbers for delayed sums and random fields (English)
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25 February 2011
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In this paper, the authors discuss strong laws of large numbers for sums of independent, identically distributed (i.i.d.), real-valued random variables, taken over moving blocks of an increasing size. For example, let \(\{X,X_j,j\geq 1\}\) be an i.i.d. sequence indexed by \(\mathbb{Z}_+\) and consider the delayed sums \(T_{n,n+k} =\sum_{j=n+1}^{n+k} X_j\) with \(n,k\geq 1\). Let \(L\) be a slowly varying function, ultimately nondecreasing to \(+\infty\), and let \(L_1^{\#}\) denote the de Bruijn conjugate of \(L_1=1/L\). Then, as a first result, a new proof is given for the fact that \[ \frac{T_{n,n+n/L(n)}}{n/L(n)}\to 0\;\;a.s. \;\hbox{as}\;\;n\to\infty \;\;\Longleftrightarrow\;\;E| X| L_1^\#(| X| )<\infty\;\;\hbox{and}\;\;EX=0 \] (cf. also \textit{N. H. Bingham } and \textit{C. M. Goldie} [Math. Z. 199, No. ~3, 443--454 (1988; Zbl 0631.60038)]). The authors' main results then prove corres\-ponding equivalences for i.i.d. random fields indexed by \(\mathbb{Z}_+^d\) with \(d\geq 2\), where they confine themselves to the case when the slowly varying functions are the same in each coordinate. For \(d=2\), however, two additional theorems are presented in which the right-upper edges of the moving rectangles are allowed to expand at different rates.
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strong law of large numbers
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delayed sum
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moving block
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random field
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slowly varying function
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de Bruijn conjugate
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moment condition
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