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Title:

Asymptotic bounds for infinitely divisible sequences

Document type:
Zeitschriftenaufsatz
Author(s):
Kwapien, S. and Rosinski, J.
Abstract:
We give asymptotic bounds for sample paths of discrete time infinitely divisible processes and prove the optimality of such bounds.
Keywords:
Infinitely divisible processes, boundedness of sample paths, Lévy processes, Rademacher series.
Journal title:
Stochastic Processes and Their Applications
Year:
2006
Journal volume:
116
Journal issue:
11
Pages contribution:
1622-1635
Reviewed:
ja
Language:
en
Fulltext / DOI:
doi:http://dx.doi.org/10.1016/j.spa.2006.04.007
Status:
Verlagsversion / published
Semester:
SS 06
Format:
Text
 BibTeX