Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
Year: 2021
Type: article
Abstract: We provide a sufficient condition for the bounded law of the iterated logarithms for strictly stationary random fields expressable as a functional of i.i.d. random fields when the summation is done on rectangles. The study is done via the control of the moments of an appropriated maximal function. Applications to functionals of linear random fields, functions of a Gaussian linear random field and Volterra process are given.
Source: Stochastics
Author: Davide Giraudo
Institution: Ruhr University Bochum
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: Deutsche Forschungsgemeinschaft
OpenAlex ID: W3010896479