English

Limit theorems for multidimensional renewal sets

Probability 2017-09-05 v2

Abstract

Consider multiple sums SnS_n on the dd-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional limit theorem for random sets Mt{\mathcal M}_t that appear as inversion of the multiple sums, that is, as the set of all arguments xR+dx\in{\mathbb R}_+^d such that the interpolated multiple sum SxS_x exceeds tt. The moment conditions are identical to those imposed in the almost sure limit theorems for multiple sums. The results are expressed in terms of set inclusions and using distances between sets.

Keywords

Cite

@article{arxiv.1708.03779,
  title  = {Limit theorems for multidimensional renewal sets},
  author = {Andrii Ilienko and Ilya Molchanov},
  journal= {arXiv preprint arXiv:1708.03779},
  year   = {2017}
}

Comments

24 pages. The results are extended to the lower limit in the law of the iterated logarithm

R2 v1 2026-06-22T21:13:08.051Z