On LIL behaviour for moving averages of some infinitely divisible random measures

DOI10.1016/0304-4149(94)90114-7zbMath0793.60004OpenAlexW2018152942MaRDI QIDQ1315404

J. M. P. Albin

Publication date: 11 August 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90114-7

zbMATH Keywords

Lévy measurestable processeszero-one lawBanach-valued moving average processes

Mathematics Subject Classification ID

Random fields (60G60) Probability measures on topological spaces (60B05) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Sample path properties (60G17) Random measures (60G57) Zero-one laws (60F20) Markov processes (60J99)

Cites Work

• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• Subexponentiality and infinite divisibility
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