Almost sure limit theorems for semi-selfsimilar processes

• Autorzy: Fazekas I. , Rychlik Z.
• Języki publikacji: EN

Abstrakty

EN

An integral analogue of the almost sure limit theorem is presented for semi-selfsimilar processes. In the theorem, instead of a sequence of random elements, a continuous time random process is involved; moreover, instead of the logarithmical average, the integral of delta-measures is considered. Then the theorem is applied to obtain almost sure limit theorems for semistable processes. Discrete versions of the above theorems are proved. In particular, the almost sure functional limit theorem is obtained for semistable random variables.

Słowa kluczowe

EN

almost sure limit theorem; semi-selfsimilar process; semistable process; ergodic theorem; functional limit theorem

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2005
• Tom: Vol. 25, Fasc. 2
• Strony: 241--255
• Opis fizyczny: Bibliogr. 18 poz.

Twórcy

autor

Fazekas I.

• Faculty of Informatics, University of Debrecen, P.O. Box 12, H-4010 Debrecen, Hungary

autor

Rychlik Z.

• Institute of Mathematics, Maria Curie-Skłodowska University, pl. M. Curie-Skłodowskiej 1, 20-031 Lublin, Poland

Bibliografia

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