Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129946 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
Let 0<αâ¤2. Let Nd be the d-dimensional lattice equipped with the coordinate-wise partial order â¤, where dâ¥1 is a fixed integer. For n=(n1,â¦,nd)âNd, define |n|=âi=1dni. Let {X,Xn;nâNd} be a field of independent and identically distributed real-valued random variables. Set Sn=âkâ¤nXk, nâNd and write logx=loge(eâ¨x),xâ¥0. This note is devoted to an extension of a strong limit theorem of Mikosch (1984). By applying an idea of Li and Chen (2014) and the classical Marcinkiewicz-Zygmund strong law of large numbers for random fields, we obtain necessary and sufficient conditions for lim supn|Sn|(log|n|)â1=Îlimmââsup|n|â¥m|Sn|(log|n|)â1=e1/αalmost surely .
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yuye Zou, Xiangdong Liu,