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arxiv: 1810.10633 · v1 · pith:CDFYK7GOnew · submitted 2018-10-24 · 🧮 math.PR · math.ST· stat.TH

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

classification 🧮 math.PR math.STstat.TH
keywords randomfieldsstronglargelawsmomentsnumberspartial
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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 \cite{chobanyan-l-s} for a sequence of random variables indexed by a one-parameter.

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