Growth of sample functions of selfsimilar additive processes
Selfsimilar additive processes with Hurst exponent 1 are considered (without loss of generality because the properties of those with other exponent can then be obtained by use of selfsimilarity). Extending and generalizing earlier results the author states and proves, via a sequence of technical lemmata, two theorems on the growth behaviour (for time tending to infinity) of the sample functions \(X_t\), namely for the upper and lower limits of \(|X(t)|/h(t)\), \(h(t)\) belonging to certain classes of increasing positive functions whose definitions are not reproduced here. For this aim the author requires some special properties of the charcteristic function of \(X_1\).
- Sample path properties of ergodic self-similar processes
- Sample function behavior of increasing processes of class \(L\)
- A remark on self-similar processes with stationary increments
- Limsup behaviors of multi-dimensional selfsimilar processes with independent increments
- The growth of additive processes
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