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Integral analogues of almost sure limit theorems
Authors:Alexey Chuprunov  István Fazekas
Affiliation:(1) Chebotarev Institute of Mathematics and Mechanics, Kazan State University, Universitetskaya 17, 420008 Kazan, Russia;(2) Faculty of Informatics, University of Debrecen, P.O. Box 12, H-4010 Debrecen, Hungary
Abstract:Summary An integral analogue of the general almost sure limit theorem is presented. In the theorem, instead of a sequence of random elements, a continuous time random process is involved, moreover, instead of the logarithmical average, the integral of delta-measures is considered. Then the general theorem is applied to obtain almost sure versions of limit theorems for semistable and max-semistable processes, moreover for processes being in the domain of attraction of a stable law or being in the domain of geometric partial attraction of a semistable or a max-semistable law.
Keywords:regularly varying function  almost sure limit theorem  process with independent stationary increments  infinitely divisible law  stable law  semistable law  max-semistable law  domain of attraction
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