On almost sure limit inferior for B-valued stochastic processes and applications
Csörgo, M. Shao, Q.-M.
Csörgo, M.
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Abstract
A criterion on almost sure limit inferior for the increments of B-valued stochastic processes is presented. Applications to processes of independent increments and to Gaussian processes with stationary increments are given. In particular, an exact limit inferior bound is established for increments of infinite series of independent Ornstein-Uhlenbeck processes. © 1994 Springer-Verlag.
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Mathematics Subject Classification (1991): 60G17, 60G15, 60G10, 60J65
Source Title
Probability Theory and Related Fields
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Date
1994-03
DOI
10.1007/BF01199589
Type
Article