Abstract
Let {Xt} be a R1-valued process with stationary independent increments and {Mathematical expression}. In this paper we find a sufficient condition for there to exist nonnegative and nondecreasing function h(t) such that lim inf At/h(t)=C a.s. as t→0 and t→∞, for some positive finite constant C when h(t) takes a particular form. Also two analytic conditions are considered as application.
Original language | English |
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Pages (from-to) | 551-566 |
Number of pages | 16 |
Journal | Probability Theory and Related Fields |
Volume | 77 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1988 Dec |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty