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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 304–315 (Mi znsl1210)

This article is cited in 2 papers

Rate of convergence of increments for random fields

O. E. Shcherbakova

Saint-Petersburg State Polytechnical University

Abstract: The purpose of this paper is to obtain exact convergence rate in the limit theorems for maximal increments of random fields
\begin{align} S_{N,a_{N}}&=\max\Bigl\{\sum _{i<k\leq j}X_{k}:|j|\leq N,|j-i|\leq a_{N}\Bigr\},\notag\\ S^{\star}_{N,a_{N}}&=\max\Bigl\{\sum _{i<k\leq j}X_{k}:|j|\leq N,| j-i|=a_{N}\Bigr\},\notag \end{align}
where $N\in\mathbb{N}$ and $a_{N}=c\log N+\lambda\log_{2} N+o(\log_{2} N)$, $c>c_{0}$, $\lambda\in\mathbb{R}$, $X_{n}$ is a sequence of multi-dimension indexed i.i.d. centered random variables having a finite moment generating function in right neighborhood of zero, $|n|$ is defined by multiplying of coordinates.

UDC: 519.2

Received: 20.11.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 128:1, 2669–2676

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