Path properties of processes with independent and interchangeable increments

DOI10.1007/BF00532944MaRDI QIDQ5683493zbMATH OpenOpenAlexFDO

Authors Olav Kallenberg

Publication date 1974

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00532944

Mathematics Subject Classification ID

Markov processes (60J99) Special processes (60K99) Sample path properties (60G17)

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• A Limit Theorem for a Function of the Increments of a Decomposable Process
• A Representation of Independent Increment Processes without Gaussian Components
• Approximation of the Summation Process Obtained by Sampling from a Finite Population
• Canonical representations and convergence criteria for processes with interchangeable increments
• Estimating the Parameters of a Differential Process
• Lower functions for increasing random walks and subordinators
• On the \gamma-Variation of Processes with Stationary Independent Increments
• Path behavior of processes with stationary independent increments
• Sample functions behavior of increasing processes with stationary, independent increments
• Some Theorems on Stable Processes
• Uniform lower functions for subordinators
• Variations of processes with stationary, independent increments

Cited in

(14)

• Characterizations and embedding properties in exchangeability
• De Finetti's contribution to probability and statistics
• General Wald-type identities for exchangeable sequences and processes
• One-dimensional uniqueness and convergence criteria for exchangeable processes
• Local hitting and conditioning in symmetric interval partitions.
• Variational sums and generalized linear processes
• On Symmetrically Distributed Random Measures
• Eternal additive coalescents and certain bridges with exchangeable increments
• A generalization of poisson point processes with application to a classical limit theorem
• Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes
• How linear reinforcement affects Donsker's theorem for empirical processes
• Infinitely divisible processes with interchangeable increments and random measures under convolution
• La variation d'ordre p des semi-martingales
• Shifting processes with cyclically exchangeable increments at random

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