On almost sure limit inferior for B-valued stochastic processes and applications |
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| Authors: | Miklós Csörgő Qi-Man Shao |
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| Institution: | (1) Department of Mathematics and Statistics, Carleton University, K1S5B6 Ottawa, Ontario, Canada;(2) Department of Mathematics, National University of Singapore, 0511, Singapore;(3) Department of Mathematics, Hangzhou University, People's Republic of China |
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| Abstract: | Summary 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.Work supported by an NSERC Canada grant at Carleton UniversityWork supported by the Fok Yingtung Education Foundation of China |
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| Keywords: | 60G17 60G15 60G10 60J65 |
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