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Exact rate of convergence for large increments of random fields

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Abstract

We invertigate the rate of convergence in strong limit theorems for the maximum increment of a randon field on parallelepipeds of large volume \(a_N (\lim \frac{{a_N }}{{\log N}} = \infty ,\lim \frac{{\log \frac{N}{{a_N }}}}{{\log _2 N}} = \infty )\). We consider random fields with finite moment-generating function in a right neighborhood of zero. Bibliography: 8 titles.

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Authors and Affiliations

  1. St. Petersburg State Polytechnical University, St. Petersburg, Russia

    O. E. Shcherbakova

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  1. O. E. Shcherbakova
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 187–225.

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Shcherbakova, O.E. Exact rate of convergence for large increments of random fields. J Math Sci 137, 4583–4608 (2006). https://doi.org/10.1007/s10958-006-0255-y

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  • DOI: https://doi.org/10.1007/s10958-006-0255-y

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