Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes

DOI10.1007/S10959-024-01374-WMaRDI QIDQ6633630zbMATH OpenFDO

Authors Danijel Grahovac, Peter Kevei

Publication date 6 November 2024

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

Full work available at URL https://doi.org/10.1007/S10959-024-01374-W

zbMATH Keywords

Ornstein-Uhlenbeck-type processesrandom measuressample path growthsuperpositions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57)

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Cited in

(3)

• Almost sure growth of integrated supOU processes
• Positively decreasing and related distributions under dependence
• Construction and limit theorems for supCAR fields

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