On infinite series of independent Ornstein-Uhlenbeck processes
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Publication:1180170
DOI10.1016/0304-4149(91)90029-CzbMath0745.60036OpenAlexW2019371887MaRDI QIDQ1180170
Pál Révész, Zheng Yan Lin, Endre Csáki, Miklós Csörgő
Publication date: 27 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(91)90029-c
Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Sample path properties (60G17)
Related Items (20)
On almost sure limit inferior for \(B\)-valued stochastic processes and applications ⋮ Path properties of a \(d\)-dimensional Gaussian process ⋮ On large increments of infinite series of Ornstein-Uhlenbeck processes ⋮ On local continuity moduli for Gaussian processes ⋮ Local continuity modulus for wiener and infinite dimensional OU processes ⋮ Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion ⋮ Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process ⋮ Limit results on finite-dimensional Gaussian random fields ⋮ On the fractal nature of increments of \(l_p\)-valued Gaussian processes ⋮ Increments and sample path properties of Gaussian processes ⋮ Limsup results and LIL for finite dimensional Gaussian random fields ⋮ Path properties of \(l^p\)-valued Gaussian random fields ⋮ On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion ⋮ SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ Continuity of \(l^2\)-valued two-parameter Ornstein-Uhlenbeck processes ⋮ Path properties of kernel generated two-time parameter Gaussian processes ⋮ Functional limit theorems for the infinite series of OU processes in Hölder norm ⋮ Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields ⋮ On partial sums of a gaussian sequence with stationary increments ⋮ How big are the lag increments of a Gaussian process?
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