Upper Functions for Symmetric Processes with Stationary, Independent Increments.

Abstract

Let X be a one-dimensional symmetric stochastic process with stationary, independent increments, where, as is usual, one assumes X(0) = 0, X to be right continuous and to have left limits everywhere. Given a rather arbitrary deterministic function h, the object of this paper is to evaluate lim sup as t approaches zero (the absolute value of x(t)/h(t)) and lim sup to approaches infinitely (the absolute value of x(t)/h(t)). (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1970
Accession Number
AD0725092

Entities

People

  • Bert Fristedt

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Stationary
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.