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Asymptotic behavior of increments of random fields
Author(s):
O.
E.
Shcherbakova
Translated by:
The author
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 68
(2003).
Journal:
Theor. Probability and Math. Statist.
No. 68
(2004),
173-186.
MSC (2000):
Primary 60F15;
Secondary 60K05
Posted:
May 25, 2004
MathSciNet review:
2000647
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Abstract:
Some results on the asymptotic behavior of increments of a -dimensional random field are proved. Let and be fixed and let be the maximum increment of a -dimensional random field of independent identically distributed random variables evaluated for -dimensional rectangles such that and . Denote also by the maximum increment evaluated for rectangles such that . We determine the asymptotic almost sure behavior of random variables and . Steinebach (1983) proved a similar result for the case of rectangles belonging to the cube (of volume ) and under the condition that as for all . Note that the sequence is monotone in this case. We also consider the cases where or .
References:
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- 1.
- J. Steinebach, On the increments of partial sum processes with multidimensional indices, Z. Wahrcsheinlichkeitstheorie verw. Gebiete 63 (1983), 59-70. MR 84i:60043
- 2.
- D. Plachky and J. Steinebach, A theorem about probabilities of large deviation with application to queuing theory, Period. Math. Hungar. 6 (1975), 343-345. MR 53:14613
- 3.
- M. Csörgo and P. Révész, Strong Approximation in Probability and Statistics, Akadémiai Kiadó, Budapest, 1981. MR 84d:60050
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- K. Prachar, Primzahlverteilung, Springer-Verlag, Berlin-Göttingen-Heidelberg, 1957. MR 19:393b
- 5.
- O. I. Klesov, The Háek-Rényi inequality for random fields and the strong law of large numbers, Teor. Veroyatnost. i Mat. Statist. 22 (1980), 58-66; English transl. in Theory Probab. Math. Statist. 22 (1981), 63-72. MR 82i:60050
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- E. K. Titchmarsh, The Theory of Riemann Zeta-Function, 2nd ed., Oxford University Press, Oxford, 1951. MR 13:741c
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Additional Information:
O.
E.
Shcherbakova
Affiliation:
Chair of Mathematics, Department of Physics and Mechanics, St. Petersburg State Technical University, Politekhnitcheskaya Street 29, St. Petersburg 195251, Russia
Email:
helgagold_@pochtamt.ru, helga_scher@mailru.com
DOI:
10.1090/S0094-9000-04-00599-X
PII:
S 0094-9000(04)00599-X
Received by editor(s):
4/APR/2002
Posted:
May 25, 2004
Additional Notes:
Supported in part by the Ministry of Education of the Russian Federation under grants N E00-1.0-82 and ``Leading scientific school'' # 00-15-96019.
Copyright of article:
Copyright
2004,
American Mathematical Society
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