Condensed Matter Physics, 2008, vol. 11, No. 2(54), p. 371, English
DOI:10.5488/CMP.11.2.371
Title:
Almost sure functional central limit theorems for multiparameter stochastic processes
Author(s):
 
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E.B.Czerebak-Morozowicz
(Department of Mathematics, Technical University of Rzeszów, ul. Wincentego Pola 2, 35-959 Rzeszów, Poland)
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Z.Rychlik
(Institute of Mathematics, Maria Curie-Skłodowska University, pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland)
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M.Urbanek
(Institute of Mathematics, Maria Curie-Skłodowska University, pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland)
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We present almost sure central limit theorems for stochastic processes whose time parameter ranges over the d-dimensional unit cube. Our purpose here is to generalize the classic functional central limit theorem of Prokhorov (1956) for such processes. We prove multidimensional analogues of Glivenko-Cantelli type theorems.
Key words:
almost sure central limit theorem, multiparameter stochastic process, Glivenko-Cantelli type theorem, logarithmic averages
PACS:
02.50.Cw
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