Sample function behavior of increasing processes of class \(L\)

DOI10.1007/BF01213685zbMath0849.60036MaRDI QIDQ1912570

Toshiro Watanabe

Publication date: 6 June 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

self-similarfinite-dimensional distributionsincreasing positive function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Self-similar stochastic processes (60G18) Markov processes (60J99)

Related Items (13)

Exact Hausdorff measure on the boundary of a Galton-Watson tree ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Escape rates for multidimensional shift self-similar additive sequences ⋮ Tail behaviors of semi-stable distributions ⋮ Distributions of selfsimilar and semi-selfsimilar processes with independent increments ⋮ Convolution equivalence and distributions of random sums ⋮ Laws of the iterated logarithm of chover-type for operator stable Lévy processes ⋮ The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation ⋮ The upper envelope of positive self-similar Markov Processes ⋮ Heavy tails of a Lévy process and its maximum over a random time interval ⋮ On the future infimum of positive self-similar Markov processes ⋮ Infinite divisibility and generalized subexponentiality ⋮ On recurrence for self-similar additive processes

Cites Work

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• Dominated variation and related concepts and Tauberian theorems for Laplace transforms
• Class L of multivariate distributions and its subclasses
• Unimodality of infinitely divisible distribution functions of class L
• Self-similar processes with independent increments
• Sample functions behavior of increasing processes with stationary, independent increments
• On distribution functions of class L
• Subexponentiality and infinite divisibility
• Intermediate Regular and Π Variation
• Lower functions for increasing random walks and subordinators
• On the Unimodality of $L$ Functions
• Regularly varying functions

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