When will the sample paths be step functions for two-parameter stochastic processes (Q689495)

From MaRDI portal





scientific article; zbMATH DE number 445278
Language Label Description Also known as
default for all languages
No label defined
    English
    When will the sample paths be step functions for two-parameter stochastic processes
    scientific article; zbMATH DE number 445278

      Statements

      When will the sample paths be step functions for two-parameter stochastic processes (English)
      0 references
      0 references
      0 references
      26 April 1994
      0 references
      The authors consider complete separable two-parameter stochastic processes \(X(s,t)\), \((s,t) \in[a,b] \times[c,d]\) (in other words, such a process has limits in all quadrants \(Q^{\pm \pm}_{(s,t)})\). The main result is: if there exists such a constant \(K\) that \[ \sum^ n_{i=1}P \{\Delta^ 1x(a_ i,c) \neq 0\}+\sum^ n_{j=1}P \{ \Delta^ 2x(a,b_ j) \neq 0\}+ \sum^ n_{i,j=1} P\{X](a_{i-1},b_{j-1}),\;(a_ i,b_ j)] \neq 0\} \leq K, \] then the sample paths of \(X\) are step functions with probability 1.
      0 references
      sample path properties
      0 references
      two-parameter stochastic processes
      0 references

      Identifiers