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Limsup results and LIL for partial sum processes of a Gaussian random field
Authors:Yong-Kab Choi  Miklós Csörgő
Affiliation:(1) Present address: Department of Mathematics and RINS, Gyeongsang National University, Jinju, 660-701, Republic of Korea;(2) School of Mathematics and Statistics, Carleton University, 1125 Colonel By Drive, Ottawa, K1S 5B6, Canada
Abstract:Let {ξ j ; j ∈ ℤ+ d be a centered stationary Gaussian random field, where ℤ+ d is the d-dimensional lattice of all points in d-dimensional Euclidean space ℝd, having nonnegative integer coordinates. For each j = (j 1 , ..., jd) in ℤ+ d , we denote |j| = j 1 ... j d and for m, n ∈ ℤ+ d , define S(m, n] = Σ m<j≤n ζ j , σ2(|nm|) = ES 2 (m, n], S n = S(0, n] and S 0 = 0. Assume that σ(|n|) can be extended to a continuous function σ(t) of t > 0, which is nondecreasing and regularly varying with exponent α at b ≥ 0 for some 0 < α < 1. Under some additional conditions, we study limsup results for increments of partial sum processes $$
\{ S_n \} _{n \in \mathbb{Z}_ + ^d } 
$$ and prove as well the law of the iterated logarithm for such partial sum processes. Research supported by NSERC Canada grants at Carleton University, Ottawa
Keywords:stationary Gaussian random field  regularly varying function  large deviation probability  law of the iterated logarithm
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