Strong laws of large numbers for arrays of random variables and stable random fields

被引:1
|
作者
Nane, Erkan [1 ]
Xiao, Yimin [2 ]
Zeleke, Aklilu [2 ]
机构
[1] Auburn Univ, Dept Math & Stat, Auburn, AL 36849 USA
[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
Strong law of large numbers; Maximal moment inequality; Fractional stable random field; PARAMETER STRONG LAWS; STRONG LIMIT-THEOREMS;
D O I
10.1016/j.jmaa.2019.123737
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Strong laws of large numbers are established for random fields with weak or strong dependence. These limit theorems are applicable to random fields with heavy-tailed distributions including fractional stable random fields. The conditions for SLLN are described in terms of the p-th moments of the partial sums of the random fields, which are convenient to verify. The main technical tool in this paper is a maximal inequality for the moments of partial sums of random fields that extends the technique of Levental, Chobanyan and Salehi [6] for a sequence of random variables indexed by a one-parameter. Published by Elsevier Inc.
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页数:20
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