On large increments of infinite series of Ornstein-Uhlenbeck processes

DOI10.1016/0304-4149(95)00037-2zbMath0854.60037OpenAlexW1976215613MaRDI QIDQ1909961

Zheng Yan Lin

Publication date: 5 January 1997

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00037-2

zbMATH Keywords

stationary Gaussian processlarge incrementinfinite-dimensional Ornstein-Uhlenbeck processstrong theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Sample path properties (60G17)

Related Items (3)

How big are the increments of \(l^p\)-valued Gaussian processes? ⋮ Increments and sample path properties of Gaussian processes ⋮ Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion

Cites Work

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• On infinite series of independent Ornstein-Uhlenbeck processes
• Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
• Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
• On the extreme values of Gaussian processes
• On Moduli of Continuity for Gaussian and l²-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes
• Path Properties for l ∞ -Valued Gaussian Processes
• Asymptotic Properties of Gaussian Processes
• Stochastic evolution equations

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