Lower functions for processes with stationary independent increments |
| |
Authors: | In-Suk Wee |
| |
Institution: | (1) Department of Mathematics, Korea University, Seoul, Korea |
| |
Abstract: | Summary Let {X
t
} be aR
1-valued process with stationary independent increments and
. In this paper we find a sufficient condition for there to exist nonnegative and nondecreasing functionh(t) such that lim infA
t
/h(t)=C a.s. ast 0 andt![rarr](/content/l8341h83t7t816r4/xxlarge8594.gif) , for some positive finite constantC whenh(t) takes a particular form. Also two analytic conditions are considered as application.This research is partially supported by Korea Science & Engineering Foundation |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|