Some limsup results for increments of stable processes in random scenery

DOI10.1631/JZUS.2002.0579MaRDI QIDQ4456370zbMATH OpenOpenAlexFDO

Authors Wei Huang

Publication date 16 March 2004

Published in Journal of Zhejiang University-SCIENCE A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1631/jzus.2002.0579

zbMATH Keywords

local timerandom walk in random sceneryincrementslag increments

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Recommendations

• A law of the iterated logarithm for stable processes in random scenery
• scientific article; zbMATH DE number 5492524
• scientific article; zbMATH DE number 2186516
• scientific article; zbMATH DE number 1944310
• Random walks in doubly random scenery

Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 47625 (Why is no real title available?)
• A law of the iterated logarithm for stable processes in random scenery
• A limit theorem related to a new class of self similar processes
• An embedding for the Kesten-Spitzer random walk in random scenery
• Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
• Strong limit theorems
• The strong approximation for the Kesten-Spitzer random walk

Cited in

(1)

• On the one-sided exit problem for stable processes in random scenery

This page was built for publication: Some limsup results for increments of stable processes in random scenery

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4456370)