Limsup behaviors of multi-dimensional selfsimilar processes with independent increments

zbMath1276.60044arXiv1003.0552MaRDI QIDQ2865812

Kouji Yamamuro, Toshiro Watanabe

Publication date: 3 December 2013

Full work available at URL: https://arxiv.org/abs/1003.0552

zbMATH Keywords

dominated variationselfdecomposabilitysubmultiplicativityO-subexponentialityselfsimilar process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18)

Related Items (1)

Escape rates for multidimensional shift self-similar additive sequences

This page was built for publication: Limsup behaviors of multi-dimensional selfsimilar processes with independent increments