Results 11 to 20 of about 1,177,360 (314)
Asymptotic properties of the sample paths of additive Lévy processes [PDF]
SCIENTIA SINICA Mathematica, 2011 Summary: In this paper we study the asymptotic properties of the sample paths of the sum of finite independent subordinators. We obtain the \(\limsup\) and \(\liminf\) of the rates of growth of the process at the origin and infinity. Furthermore we deduce the uniform result on the asymptotic behavior of the process at the origin.
XiaoYu HU, H. Shi
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Some sample path properties of G-Brownian motion [PDF]
, 2014 9 pages, better statements about Theorem 3 ...
Falei Wang, Guoqiang Zheng
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Analytical properties of sample paths of some stochastic processes
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, 2020 The study of the analytical properties of random processes and their functionals, without a doubt, was and remains the relevant topic of the theory of random processes. The first result from which the study of the local properties of random processes began is Kolmogorov’s theorem on sample continuity with probability one.
Iryna Rozora
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Local times and sample path properties of the Rosenblatt process [PDF]
Stochastic Processes and their Applications, 2020 Let $Z = (Z_t)_{t \geq 0}$ be the Rosenblatt process with Hurst index $H \in (1/2, 1)$. We prove joint continuity for the local time of $Z$, and establish Hölder conditions for the local time. These results are then used to study the irregularity of the sample paths of $Z$.
George Kerchev +3 more
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Sample path properties of reflected Gaussian processes [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2018 arXiv admin note: substantial text overlap with arXiv:1612 ...
Kamil Marcin Kosiński, Peng Liu
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Sample path properties of processes with stable components [PDF]
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1969 In this paper, processes in R d of the form X(t)=(X 1 (t), X 2 (t), ⋯, X N (t), where X i (t) is a stable process of index α i in ...
William E. Pruitt, Samuel J. Taylor
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Sample Path Properties of Self-Similar Processes with Stationary Increments [PDF]
The Annals of Probability, 1985 A real-valued process \(X=(X(t))_{t\in {\mathbb{R}}}\) is self-similar with exponent H (H-ss), if \(X(a\cdot)=_ da^ HX\) for all \(a>0\). Sample path properties of H-ss processes with stationary increments are investigated. The main result is that the sample paths have nowhere bounded variation if \(01\), in which case they are singular.
Wim Vervaat
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Sample path properties of the fractional Wiener–Weierstrass bridge [PDF]
Fractional Wiener--Weierstrass bridges are a class of Gaussian processes that arise from replacing the trigonometric function in the construction of classical Weierstrass functions by a fractional Brownian bridge. We investigate the sample path properties of such processes, including local and uniform moduli of continuity, $Φ$-variation, Hausdorff ...
Alexander Schied, Zhenyuan Zhang
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Sample path properties of stochastic processes [PDF]
Kyoto Journal of Mathematics, 1980 Norio Kôno
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Uttryck för VÄG med ackusativ singular i sydsamiska
Nordlyd: Tromsø University Working Papers on Language & Linguistics, 2023 The use of object-like expressions to encode an extension in space, along which a movement is performed, is generally widespread in Saami as a whole. In this article, the term path refers to such extensions in space. The study deals specifically with the
Torbjörn Söder
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