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Results 1 - 2 of 2 |
1. CJM 2008 (vol 60 pp. 313)
| Asymptotic Properties for Increments of $l^{\infty}$-Valued Gaussian Random Fields This paper establishes general theorems which contain both moduli
of continuity and large incremental results for $l^\infty$-valued Gaussian
random fields indexed by a multidimensional parameter under explicit conditions.
Keywords:$l^\infty$-valued Gaussian random field, modulus of continuity, regularly varying function, large deviation probability Categories:60F15, 60G15, 60G60 |
2. CJM 2004 (vol 56 pp. 209)
| A Central Limit Theorem and Law of the Iterated Logarithm for a Random Field with Exponential Decay of Correlations |
| A Central Limit Theorem and Law of the Iterated Logarithm for a Random Field with Exponential Decay of Correlations In \cite{P69}, Walter Philipp wrote that ``\dots the law of the
iterated logarithm holds for any process for which the Borel-Cantelli
Lemma, the central limit theorem with a reasonably good remainder and
a certain maximal inequality are valid.'' Many authors \cite{DW80},
\cite{I68}, \cite{N91}, \cite{OY71}, \cite{Y79} have followed this
plan in proving the law of the iterated logarithm for sequences (or
fields) of dependent random variables.
We carry on this tradition by proving the law of the iterated
logarithm for a random field whose correlations satisfy an exponential
decay condition like the one obtained by Spohn \cite{Sp86} for
certain Gibbs measures. These do not fall into the $\phi$-mixing or
strong mixing cases established in the literature, but are needed for
our investigations \cite{SS01} into diffusions on configuration
space.
The proofs are all obtained by patching together standard results from
\cite{OY71}, \cite{Y79} while keeping a careful eye on the
correlations.
Keywords:law of the iterated logarithm Categories:60F99, 60G60 |

