Stable-bounded subsets of L^, and sample unboundedness of symmetric stable processes

DOI10.1016/0022-1236(85)90053-9MaRDI QIDQ801592zbMATH OpenOpenAlexFDO

Authors Terry R. McConnell

Publication date 1985

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(85)90053-9

zbMATH Keywords

Lévy symmetric processstable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17)

Review text

Let \(X_ t\) be the Lévy symmetric process with index \(\alpha\in [1,2)\), and let C be a convex, symmetric subset of \(L^{\alpha}[0,1]\). The author shows that if C does not have compact closure then \(\sup_{f}| \int^{1}_{0}f(t)dX(t)|\) is infinite with probability one. Examples are given that show that the conclusion of this theorem fails when \(0<\alpha <1\) and that the converse of this theorem is not true. The author's result extends a result of Dudley for the case \(\alpha =2\).

Recommendations

• On subsets of \(L^ p\) and p-stable processes
• About boundedness of stable sequences.
• Laws of the iterated logarithm for symmetric stable processes
• scientific article; zbMATH DE number 970667
• Continuity of symmetric stable processes

Cites work

• A representation theorem for symmetric stable processes and stable measures on H
• A self-similar process with nowhere bounded sample paths
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• scientific article; zbMATH DE number 3800678 (Why is no real title available?)
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Some path properties of pth order and symmetric stable processes
• Some Structure Theorems for the Symmetric Stable Laws
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Zero-One Laws for Stable Measures

Cited in

(5)

• About boundedness of stable sequences.
• Stable processes have thorns
• Anomalous diffusion index for Lévy motions
• The Salem set of index-\(\alpha\) and LND \(p\)-stable process
• scientific article; zbMATH DE number 934853 (Why is no real title available?)

This page was built for publication: Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q801592)