Research output: Contribution to journal › Article › peer-review
Asymptotic behavior of increments of random fields. / Frolov, A. N.
In: Journal of Mathematical Sciences , Vol. 128, No. 1, 07.2005, p. 2604-2613.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Asymptotic behavior of increments of random fields
AU - Frolov, A. N.
N1 - Funding Information: This research was partially supported by the Ministry of Education of the RF (project E00-1.0-82) and by the Program “Leading Scientific Schools” (project 00-15-96019). Copyright: Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2005/7
Y1 - 2005/7
N2 - We derive universal strong laws for increments of sums of i.i.d. random variables with multidimensional indices without an exponential moment. Our theorems yield the strong law of large numbers, the law of the iterated logarithm, and the Csorgo-Revesz laws for random fields. New results are obtained for distributions from domains of attraction of the normal law and of completely asymmetric stable laws with index α (1, 2). Bibliography: 18 titles.
AB - We derive universal strong laws for increments of sums of i.i.d. random variables with multidimensional indices without an exponential moment. Our theorems yield the strong law of large numbers, the law of the iterated logarithm, and the Csorgo-Revesz laws for random fields. New results are obtained for distributions from domains of attraction of the normal law and of completely asymmetric stable laws with index α (1, 2). Bibliography: 18 titles.
UR - http://www.scopus.com/inward/record.url?scp=21644473191&partnerID=8YFLogxK
U2 - 10.1007/s10958-005-0209-9
DO - 10.1007/s10958-005-0209-9
M3 - Article
AN - SCOPUS:21644473191
VL - 128
SP - 2604
EP - 2613
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 1
ER -
ID: 75022105