Inequalities for increments of stochastic processes and moduli of continuity (Q1196952)

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scientific article; zbMATH DE number 89800
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Inequalities for increments of stochastic processes and moduli of continuity
scientific article; zbMATH DE number 89800

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    Inequalities for increments of stochastic processes and moduli of continuity (English)
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    16 January 1993
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    For a Banach space-valued process \(\Gamma(\cdot)\), if the tail distributions of increments are of exponential type, large deviations theorems for increments like \(\sup_{0<t<T- a}\sup_{0<s<a}\|\Gamma(t+s)-\Gamma(s)\|\) are obtained and applied to the moduli of continuity and to strong limit theorems for large increments. The \(l^ 2\)-valued Ornstein-Uhlenbeck processes and the \(l^ 2\)-norm squared processes are considered in particular.
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    large deviations theorems
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    strong limit theorems for large increments
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    Ornstein-Uhlenbeck processes
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