English

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

Probability 2018-10-26 v1 Statistics Theory Statistics Theory

Abstract

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 pp-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 \cite{chobanyan-l-s} for a sequence of random variables indexed by a one-parameter.

Keywords

Cite

@article{arxiv.1810.10633,
  title  = {Strong laws of large numbers for arrays of random variables and stable random fields},
  author = {Erkan Nane and Yimin Xiao and Aklilu Zeleke},
  journal= {arXiv preprint arXiv:1810.10633},
  year   = {2018}
}

Comments

21 pages, submitted for publication