Ergodic path properties of processes with stationary increments

DOI10.1017/S1446788700003840zbMATH Open1005.60050OpenAlexW2162448330MaRDI QIDQ3146372FDOQ3146372

Authors: Offer Kella, Wolfgang Stadje 

Publication date: 19 February 2003

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446788700003840

Recommendations

• Self-Affine Processes and the Ergodic Theorem
• Almost sure weak convergence of the increments of Lévy processes
• Limit laws for ergodic processes
• Two ergodic sample-path properties of the Poisson process
• Sample path properties of ergodic self-similar processes

zbMATH Keywords

Lévy processergodic path propertylong-run average behaviourmeasurability and continuity assumptions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Infinitesimal Generators of Integral Convolutions
• Two ergodic sample-path properties of the Poisson process

This page was built for publication: Ergodic path properties of processes with stationary increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3146372)