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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 320, Pages 187–225 (Mi znsl607)

Exact rate of convergence for increments of random fields

O. E. Shcherbakova

Saint-Petersburg State Polytechnical University

Abstract: The rate of convergence in strong limit theorems for maximal increments of random fields on parallelepipeds of big volume $a_{N}$ ($\lim\frac{a_{N}}{\log{N}}=\infty$, $\lim\frac{\log\frac{N}{a_{N}}}{\log_{2}N}=\infty$) is investigated. We consider random fields with finite moment generating function in right neighborhood of zero.

UDC: 519.21

Received: 15.06.2004


 English version:
Journal of Mathematical Sciences (New York), 2006, 137:1, 4583–4608

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