Asymptotic behavior of increments of random fields
Author:
O. E. Shcherbakova
Translated by:
The author
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 68 (2003).
Journal:
Theor. Probability and Math. Statist. 68 (2004), 173-186
MSC (2000):
Primary 60F15; Secondary 60K05
DOI:
https://doi.org/10.1090/S0094-9000-04-00599-X
Published electronically:
May 25, 2004
MathSciNet review:
2000647
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
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
.
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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:
https://doi.org/10.1090/S0094-9000-04-00599-X
Received by editor(s):
April 4, 2002
Published electronically:
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.
Article copyright:
© Copyright 2004
American Mathematical Society