A unified theory is constructed which describes the a.s. (almost surely) behavior of increments of stochastically continuous homogeneous processes with independent increments. This theory includes the strong law of large numbers, the Erdös-Rényi law, the Shepp law, the Csörgo- Révész law, and the law of the iterated logarithm. The range of applicability of the results is extended from several particular cases to the whole class of stochastically continuous homogeneous processes with independent increments.

Original languageEnglish
Pages (from-to)531-540
Number of pages10
JournalTheory of Probability and its Applications
Volume49
Issue number3
DOIs
StatePublished - 2005

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • Erdös-Rényi law, Increments of processes with independent increments, Shepp law, The law of large numbers, The law of the iterated logarithm

ID: 75022218