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The LIL convergence for stationary linear random field

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Abstract

LetY={Y n;n ∈N 2} be a stationary linear random field generated by a twodimensional martingale difference. WhereN 2 denotes the two dimensional integer lattice. The main purpose of this paper is to obtain the LIL convergence for the partial-sums ofY.

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Authors and Affiliations

  1. Department of Probability and Statistics, Peking University, 100871, Beijing, China

    He Shuyuan

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  1. He Shuyuan
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Supported by NSFC and FEYUT SEDC CHINA.

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Shuyuan, H. The LIL convergence for stationary linear random field. Acta Mathematica Sinica 12, 385–397 (1996). https://doi.org/10.1007/BF02106793

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  • DOI: https://doi.org/10.1007/BF02106793

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