Small gaps in the range of stable processes (Q1922087): Difference between revisions
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Revision as of 21:44, 19 March 2024
scientific article
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English | Small gaps in the range of stable processes |
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Small gaps in the range of stable processes (English)
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25 May 1997
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For an \(\alpha\)-stable process \(X\) with stationary independent increments, \(0<\alpha<1\), and the drift, the integral test to determine the rate of growth of size of intervals in the complement of the range close to the origin is obtained given that \(X\) makes \(r\) excursions from the origin.
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stable processes
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structure of the range
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stationary independent increments
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