On sample path properties of semistable processes

DOI10.1016/0047-259X(87)90009-1MaRDI QIDQ1098486zbMATH OpenFDO

Authors Balram S. Rajput, Kavi Rama-Murthy

Publication date 1987

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(87)90009-1

zbMATH Keywords

r-semistable processessample path propertiesstable processeszero-one-law

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic integrals (60H05)

Review text

The authors show that the well-known correspondence principle between Gaussian and stable processes and measures on \(L_ p\) spaces extends to Banach valued r-semistable index \(\alpha\) processes and measures on \(L_ p\), \(1\leq p<\infty.\) In the second result, it is shown that paths of B-valued r-semistable processes belong to \(L_ p\) with probability zero or one. Finally, several necessary and sufficient conditions for almost sure path absolute continuity for r-semistable B-valued separable processes, under certain conditions on B, are given.

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Cited in

(4)

• Sample path properties of the average generation of a Bellman-Harris process
• Sample path properties of ergodic self-similar processes
• Sample path properties of Volterra processes
• A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes

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