Research output: Contribution to journal › Article › peer-review
Remarks on the SLLN for linear random fields. / Banys, Povilas; Davydov, Youri; Paulauskas, Vygantas.
In: Statistics and Probability Letters, Vol. 80, No. 5-6, 2010, p. 489-496.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Remarks on the SLLN for linear random fields
AU - Banys, Povilas
AU - Davydov, Youri
AU - Paulauskas, Vygantas
N1 - Copyright: Copyright 2010 Elsevier B.V., All rights reserved.
PY - 2010
Y1 - 2010
N2 - We consider random linear fields on Zd generated by ergodic or mixing (in particular case, independent identically distributed (i.i.d.)) random variables. Our main results generalize the classical Strong Law of Large Numbers (SLLN) for multi-indexed sums of i.i.d. random variables. These results are easily obtained using ergodic theory. Also we compare the results for SLLN obtained using ergodic theory and with the help of the Beveridge-Nelson decomposition.
AB - We consider random linear fields on Zd generated by ergodic or mixing (in particular case, independent identically distributed (i.i.d.)) random variables. Our main results generalize the classical Strong Law of Large Numbers (SLLN) for multi-indexed sums of i.i.d. random variables. These results are easily obtained using ergodic theory. Also we compare the results for SLLN obtained using ergodic theory and with the help of the Beveridge-Nelson decomposition.
UR - http://www.scopus.com/inward/record.url?scp=74849121358&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2009.11.026
DO - 10.1016/j.spl.2009.11.026
M3 - Article
AN - SCOPUS:74849121358
VL - 80
SP - 489
EP - 496
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
IS - 5-6
ER -
ID: 73460736