A strong law of large numbers with applications to self-similar stable processes

MaRDI QIDQ4913484zbMATH OpenFDO

Authors Erkan Nane, Y. Xiao, Aklilu Zeleke

Publication date 5 April 2013

Full work available at URL https://arxiv.org/abs/0810.1061

zbMATH Keywords

strong law of large numbersstable processesself-similar processesmoment inequality

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Abstract: Let $pin(0,infty)$ be a constant and let $x{i}_{n}subset{L}^p(Omega,mathcalF,P)$ be a sequence of random variables. For any integers $m,nge0$, denote $S_{m,n}=su{m}_{k=m}^{m+n}x{i}_k$. It is proved that, if there exist a nondecreasing function $varphi:R_{+}o{R}_{+}$ (which satisfies a mild regularity condition) and an appropriately chosen integer $age2$ such that ${\displaystyle }$ sum_{n=0}^infty sup_{k ge 0} E�igg|frac{S_{k, a^n}} {varphi(a^n)} �igg|^p < infty,${\displaystyle }$ Then ${\displaystyle }$ lim_{n o infty} frac{S_{0, n}} {varphi(n)} = 0qquad hbox{a.s.} ${\displaystyle }$ This extends Theorem 1 in Levental, Chobanyan and Salehi cite{chobanyan-l-s} and can be applied conveniently to a wide class of self-similar processes with stationary increments including stable processes.

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Cited in

(8)

• Stable Lévy processes, self-similarity and the unit ball
• Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
• A generalization of the Petrov strong law of large numbers
• On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences
• Strong laws of large numbers for arrays of random variables and stable random fields
• Strong law of large numbers for weakly harmonizable processes
• Sample function behavior of increasing processes of class \(L\)
• A strong law of large numbers for super-stable processes

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