Randomization Moduli of Continuity for ℓ2-Norm Squared Ornstein-Uhlenbeck Processes

DOI10.4153/CJM-1993-013-3zbMath0784.60041OpenAlexW2045637306MaRDI QIDQ5287996

Miklós Csörgő, Qui-Man Shao, Zheng Yan Lin

Publication date: 8 August 1993

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cjm-1993-013-3

zbMATH Keywords

Ornstein-Uhlenbeck processesstationary Gaussian processesrandomized moduli of continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

Increments and sample path properties of Gaussian processes

This page was built for publication: Randomization Moduli of Continuity for ℓ₂-Norm Squared Ornstein-Uhlenbeck Processes