Variations of Processes with Stationary, Independent Increments.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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Variational sums for arbitrary processes with stationary, independent increments are shown to converge in probability to certain other such processes as the mesh of a sequence of partitions tend to zero. Under less restrictive conditions, centered variational sums are shown to converge. In cases of divergence, rates of divergence are found. Author
- Statistics and Probability