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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 191–207 (Mi znsl1172)

This article is cited in 3 papers

On asymptotic behaviour of increments of random fields

A. N. Frolov

Saint-Petersburg State University

Abstract: We derive universal strong laws for increments of sums of i.i.d. random variables with multidimensional indices where an exponential moment does not exist. Our theorems yield the strong law of large numbers, the law of the iterated logarithm and the Csörgő-Révész laws for random fields. New results are obtained for distributions from domains of attraction of a normal law and completely asymmetric stable laws with index $\alpha\in(1,2)$.

UDC: 519.2

Received: 15.11.2002


 English version:
Journal of Mathematical Sciences (New York), 2005, 128:1, 2604–2613

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© Steklov Math. Inst. of RAS, 2024