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
相关论文
共 50 条
  • [41] ON INFINITELY DIVISIBLE RANDOM VECTORS
    DWASS, M
    ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03): : 869 - 869
  • [42] INFINITELY DIVISIBLE POINT PROCESSES
    SHANBHAG, DN
    WESTCOTT, M
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (03): : 331 - 332
  • [43] AN APPROXIMATION TO INFINITELY DIVISIBLE LAWS
    CSORGO, S
    ACTA MATHEMATICA HUNGARICA, 1995, 68 (03) : 221 - 238
  • [44] TAILS OF INFINITELY DIVISIBLE DISTRIBUTIONS
    STEUTEL, FW
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 28 (04): : 273 - 276
  • [45] ON CENTERING INFINITELY DIVISIBLE PROCESSES
    PYKE, R
    ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (02): : 535 - 535
  • [46] The normal distribution is ⊞-infinitely divisible
    Belinschi, Serban T.
    Bozejko, Marek
    Lehner, Franz
    Speicher, Roland
    ADVANCES IN MATHEMATICS, 2011, 226 (04) : 3677 - 3698
  • [47] REGULARITY OF INFINITELY DIVISIBLE PROCESSES
    TALAGRAND, M
    ANNALS OF PROBABILITY, 1993, 21 (01): : 362 - 432
  • [48] INFINITELY DIVISIBLE MEASURES ON HYPERGROUPS
    BLOOM, WR
    LECTURE NOTES IN MATHEMATICS, 1982, 928 : 1 - 15
  • [49] Reallocation of an infinitely divisible good
    Bettina Klaus
    Hans Peters
    Ton Storcken
    Economic Theory, 1997, 10 : 305 - 333
  • [50] THE SUPREMA OF INFINITELY DIVISIBLE PROCESSES
    Bednorz, Witold
    Martynek, Rafal
    ANNALS OF PROBABILITY, 2022, 50 (01): : 397 - 417
12345