Upper Functions for Symmetric Processes with Stationary, Independent Increments.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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Let X be a one-dimensional symmetric stochastic process with stationary, independent increments, where, as is usual, one assumes X0 0, X to be right continuous and to have left limits everywhere. Given a rather arbitrary deterministic function h, the object of this paper is to evaluate lim sup as t approaches zero the absolute value of xtht and lim sup to approaches infinitely the absolute value of xtht. Author
- Statistics and Probability