Inequalities for increments of stochastic processes and moduli of continuity (Q1196952)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inequalities for increments of stochastic processes and moduli of continuity |
scientific article |
Statements
Inequalities for increments of stochastic processes and moduli of continuity (English)
0 references
16 January 1993
0 references
For a Banach space-valued process \(\Gamma(\cdot)\), if the tail distributions of increments are of exponential type, large deviations theorems for increments like \(\sup_{0<t<T- a}\sup_{0<s<a}\|\Gamma(t+s)-\Gamma(s)\|\) are obtained and applied to the moduli of continuity and to strong limit theorems for large increments. The \(l^ 2\)-valued Ornstein-Uhlenbeck processes and the \(l^ 2\)-norm squared processes are considered in particular.
0 references
large deviations theorems
0 references
strong limit theorems for large increments
0 references
Ornstein-Uhlenbeck processes
0 references