ON ALMOST SURE LIMIT INFERIOR FOR B-VALUED STOCHASTIC-PROCESSES AND APPLICATIONS

Authors
CSORGO M SHAO QM
Citation
M. Csorgo et Qm. Shao, ON ALMOST SURE LIMIT INFERIOR FOR B-VALUED STOCHASTIC-PROCESSES AND APPLICATIONS, Probability theory and related fields, 99(1), 1994, pp. 29-54
Citations number
29
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
99
Issue
1
Year of publication
1994
Pages
29 - 54
Database
ISI
SICI code
0178-8051(1994)99:1<29:OASLIF>2.0.ZU;2-8
Abstract
A criterion on almost sure limit inferior for the increments of B-valu ed stochastic processes is presented. Applications to processes of ind ependent increments and to Gaussian processes with stationary incremen ts are given. In particular, an exact limit inferior bound is establis hed for increments of infinite series of independent Ornstein-Uhlenbec k processes.