Escape rates for multidimensional shift self-similar additive sequences

DOI10.1007/S10959-015-0599-7zbMATH Open1354.60040arXiv1403.0696OpenAlexW2090261093MaRDI QIDQ325903FDOQ325903

Authors: Toshiro Watanabe 

Publication date: 11 October 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: First the relation between shift selfsimilar additive sequences and stationary sequences of Ornstein-Uhlenbeck type (OU type) on $mathbb{R}^d$ is shown and then the rates of escape for shift selfsimilar additive sequences are discussed. As a corollary, fundamental problems on recurrence of stationary sequences of OU type are solved. Some applications to laws of the iterated logarithm for strictly stable L'evy processes on $mathbb{R}^d$ and independent Brownian motions are given.

Full work available at URL: https://arxiv.org/abs/1403.0696

Recommendations

• Limit theorems for shift selfsimilar additive random sequences
• Shift self-similar additive random sequences associated with supercritical branching processes
• On recurrence for self-similar additive processes
• Limsup behaviors of multi-dimensional selfsimilar processes with independent increments
• scientific article; zbMATH DE number 4131386

zbMATH Keywords

Brownian motions\(b\)-decomposable distributionlaw of iterated logarithmshift self-similar additive sequencestationary OU-type sequence[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=strictly+stable+L%EF%BF%BD%EF%BF%BDvy+process&go=Go strictly stable L��vy process]

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Brownian motion (60J65) Strong limit theorems (60F15) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The Brownian escape process
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Self-similar processes with independent increments associated with Lévy and Bessel processes.
• Self-similar processes with independent increments
• Semi-selfsimilar processes
• On the future infima of some transient processes
• Nested classes of \(C\)-decomposable laws
• Limit theorems for shift selfsimilar additive random sequences
• Shift self-similar additive random sequences associated with supercritical branching processes
• Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes
• Sample function behavior of increasing processes of class \(L\)
• Exact Hausdorff measure on the boundary of a Galton-Watson tree
• Limsup behaviors of multi-dimensional selfsimilar processes with independent increments
• Title not available (Why is that?)
• Exact Packing Measure on the Boundary of a Galton–Watson Tree
• Title not available (Why is that?)
• Spitzer's test for the cauchy process on the line
• Title not available (Why is that?)
• Continuity properties of distributions with some decomposability
• The occupation time of Brownian motion in a ball
• The rate of escape of random walk

Cited In (2)

• Limit theorems for shift selfsimilar additive random sequences
• Shift self-similar additive random sequences associated with supercritical branching processes

This page was built for publication: Escape rates for multidimensional shift self-similar additive sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q325903)