Asymptotic behavior of increments of random fields
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.
- scientific article; zbMATH DE number 1995700
- One-sided strong laws forincrements of sumsof i.i.d. random variables
- scientific article; zbMATH DE number 2213823
- scientific article; zbMATH DE number 2118871
- On the limit behavior of increments of sums of independent random variables from domains of attraction of asymmetric stable distributions
- A Limit Law Concerning Moving Averages
- An extended version of the Erdős-Rényi strong law of large numbers
- Erdős-Renyi laws
- How big are the increments of a multi-parameter Wiener process?
- scientific article; zbMATH DE number 4067962 (Why is no real title available?)
- scientific article; zbMATH DE number 3656887 (Why is no real title available?)
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- scientific article; zbMATH DE number 1995700 (Why is no real title available?)
- Limit laws of Erdős-Rényi-Shepp type
- On a new law of large numbers
- On one-sided strong laws for large increments of sums
- On the asymptotic behavior of increments of sums of independent random variables.
- On the increments of partial sum processes with multidimensional indices
- One-sided strong laws forincrements of sumsof i.i.d. random variables
- On the limit behavior of increments of sums of independent random variables from domains of attraction of asymmetric stable distributions
- Converses to the Csörgő-Révész laws
- Limit theorems for increments of compound renewal processes
- scientific article; zbMATH DE number 5835965 (Why is no real title available?)
- Increasing domain asymptotics for the first Minkowski functional of spherical random fields
- Strong limit theorems for increments of random fields
- scientific article; zbMATH DE number 4201279 (Why is no real title available?)
- scientific article; zbMATH DE number 4147247 (Why is no real title available?)
- Asymptotic Properties for Increments of l∞-Valued Gaussian Random Fields
- scientific article; zbMATH DE number 1995700 (Why is no real title available?)
- One-sided strong laws forincrements of sumsof i.i.d. random variables
- scientific article; zbMATH DE number 2118871 (Why is no real title available?)
- scientific article; zbMATH DE number 2213823 (Why is no real title available?)
- Limsup results and LIL for partial sum processes of a Gaussian random field
This page was built for publication: Asymptotic behavior of increments of random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2567792)
