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https://doi.org/10.1007/BF01199589
| Title: | On almost sure limit inferior for B-valued stochastic processes and applications | Authors: | Csörgo, M. Shao, Q.-M. |
Keywords: | Mathematics Subject Classification (1991): 60G17, 60G15, 60G10, 60J65 | Issue Date: | Mar-1994 | Citation: | Csörgo, M., Shao, Q.-M. (1994-03). On almost sure limit inferior for B-valued stochastic processes and applications. Probability Theory and Related Fields 99 (1) : 29-54. ScholarBank@NUS Repository. https://doi.org/10.1007/BF01199589 | 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. | Source Title: | Probability Theory and Related Fields | URI: | http://scholarbank.nus.edu.sg/handle/10635/103679 | ISSN: | 01788051 | DOI: | 10.1007/BF01199589 |
| Appears in Collections: | Staff Publications |
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