Limit theorems for multidimensional renewal sets

DOI10.1007/S10474-018-0806-YMaRDI QIDQ1714993zbMATH OpenOpenAlexFDO

Authors Erdal Karapınar

Publication date 1 February 2019

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.03779

zbMATH Keywords

strong law of large numbersrandom fieldlaw of the iterated logarithmrandom setexcursion setmultiple sumrenewal set

Mathematics Subject Classification ID

Random fields (60G60) Geometric probability and stochastic geometry (60D05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Abstract: Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d. random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional limit theorem for random sets ${mathcalM}_t$ that appear as inversion of the multiple sums, that is, as the set of all arguments $xin{mathbbR}_{+}^d$ such that the interpolated multiple sum $S_x$ exceeds $t$. The moment conditions are identical to those imposed in the almost sure limit theorems for multiple sums. The results are expressed in terms of set inclusions and using distances between sets.

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Cited in

(4)

• Uniform renewal theory with applications to expansions of random geometric sums
• Renewal theory for embedded regenerative sets
• An elementary renewal theorem for random compact convex sets
• Strong limit theorems for empirical halfspace depth trimmed regions

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