Asymptotic bounds for infinitely divisible sequences

被引：0
|
作者：
Kwapien, Stanislaw
Rosinski, Jan
机构：
[1] Warsaw Univ, Dept Math, PL-02097 Warsaw, Poland
[2] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2006年 / 116卷 / 11期
基金：
美国国家科学基金会;
关键词：
infinitely divisible processes; boundedness of sample paths; Levy processes; Rademacher series;
D O I：
10.1016/j.spa.2006.04.007
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We give asymptotic bounds for sample paths of discrete time infinitely divisible processes and prove the optimality of such bounds. (C) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：1622 / 1635
页数：14
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