Escape Rates for Multidimensional Shift Self-similar Additive Sequences

First the relation between shift self-similar additive sequences and stationary sequences of Ornstein–Uhlenbeck type (OU type) on R d is shown, and then the rates of escape for shift self-similar additive sequences are discussed. As a corollary, fundamental problems on recurrence of stationary seque...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Journal of theoretical probability 2016-09, Vol.29 (3), p.896-921
1. Verfasser:	Watanabe, Toshiro
Format:	Artikel
Sprache:	eng
Schlagworte:	Brownian motion Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Self-similarity Statistics
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!