English

Weak and strong law of large numbers for strictly stationary Banach-valued random fields

Probability 2024-02-13 v1

Abstract

In this paper, we investigate the law of large numbers for strictly stationary random fields, that is, we provide sufficient conditions on the moments and the dependence of the random field in order to guarantee the almost sure convergence to 00 and the convergence in Lp\mathbb L^p of partials sums over squares or rectangles of Zd\mathbb Z^d. Approximation by multi-indexed martingales as well as by mm-dependent random fields are investigated. Applications to functions of dd-independent Bernoulli shifts and to functionals of i.i.d.\ random fields are also provided.

Keywords

Cite

@article{arxiv.2402.07535,
  title  = {Weak and strong law of large numbers for strictly stationary Banach-valued random fields},
  author = {Davide Giraudo},
  journal= {arXiv preprint arXiv:2402.07535},
  year   = {2024}
}