Asymptotic bounds for infinitely divisible sequences
- Kwapień, Stanisław
- Rosiński, Jan
DOIAbstract
AbstractWe give asymptotic bounds for sample paths of discrete time infinitely divisible processes and prove the optimality of such bounds
AbstractWe give asymptotic bounds for sample paths of discrete time infinitely divisible processes and prove the optimality of such bounds
We provide general conditions under which a class of discrete-time volatility models driven by the s...
AbstractLet Sn denote the partial sum of an i.i.d. sequence of centred random variables having a fin...
AbstractMarcinkiewicz–Zygmund laws with convergence rates are established here for a class of strict...
AbstractIn this paper, we consider some families of one-dimensional locally infinitely divisible Mar...
AbstractIt was shown by Berman in a recent paper that, for any infinitely divisible process X = {Xt,...
AbstractWe study LIL's for moving averages of Banach space valued (deterministic) functions wrt. hom...
International audienceWe establish decomposition formulas for nonnegative infinitely divisible proce...
AbstractWe investigate the tail behavior of the distributions of subadditive functionals of the samp...
We present some recent developments for limit theorems in probability theory, illustrating the varie...
We study the limit behaviour of the sequence of extremal processes under a regularity condition on t...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
AbstractWe give asymptotic bounds for sample paths of discrete time infinitely divisible processes a...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
AbstractLet Sn denote the partial sum of an i.i.d. sequence of centred random variables having a fin...
AbstractMarcinkiewicz–Zygmund laws with convergence rates are established here for a class of strict...
AbstractIn this paper, we consider some families of one-dimensional locally infinitely divisible Mar...
AbstractIt was shown by Berman in a recent paper that, for any infinitely divisible process X = {Xt,...
AbstractWe study LIL's for moving averages of Banach space valued (deterministic) functions wrt. hom...
International audienceWe establish decomposition formulas for nonnegative infinitely divisible proce...
AbstractWe investigate the tail behavior of the distributions of subadditive functionals of the samp...
We present some recent developments for limit theorems in probability theory, illustrating the varie...
We study the limit behaviour of the sequence of extremal processes under a regularity condition on t...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
AbstractWe give asymptotic bounds for sample paths of discrete time infinitely divisible processes a...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
We provide general conditions under which a class of discrete-time volatility models driven by the s...
AbstractLet Sn denote the partial sum of an i.i.d. sequence of centred random variables having a fin...
AbstractMarcinkiewicz–Zygmund laws with convergence rates are established here for a class of strict...
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