The growth of additive processes

Abstract: Let

X_{t}

be any additive process in

m a t h b b R^{d} .

There are finite indices

and a function

u

, all of which are defined in terms of the characteristics of

X_{t}

, such that liminf_{t o0}u(t)^{-1/eta}X_t^*= cases{0, quad if

e t a > d e l t a_{1}

, crinfty, quad if

e t a < d e l t a_{2}

,} limsup_{t o0}u(t)^{-1/eta}X_t^*= cases{0, quad if

, crinfty, quad if

,}qquad {a.s.}, where

X_{t}^{*} = s u p_{0 l e s l e t} | X_{s} | .

When

X_{t}

is a L'{e}vy process with

X_{0} = 0

,

d e l t a_{1} = d e l t a_{2}

,

and

u (t) = t .

This is a special case obtained by Pruitt. When

X_{t}

is not a L'{e}vy process, its characteristics are complicated functions of

t

. However, there are interesting conditions under which

u

becomes sharp to achieve

d e l t a_{1} = d e l t a_{2}

,

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