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Unified limit theorems for increments of processes with independent increments. / Frolov, A. N.

в: Theory of Probability and its Applications, Том 49, № 3, 2005, стр. 531-540.

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Harvard

Frolov, AN 2005, 'Unified limit theorems for increments of processes with independent increments', Theory of Probability and its Applications, Том. 49, № 3, стр. 531-540. https://doi.org/10.1137/S0040585X9798124X

APA

Frolov, A. N. (2005). Unified limit theorems for increments of processes with independent increments. Theory of Probability and its Applications, 49(3), 531-540. https://doi.org/10.1137/S0040585X9798124X

Vancouver

Frolov AN. Unified limit theorems for increments of processes with independent increments. Theory of Probability and its Applications. 2005;49(3):531-540. https://doi.org/10.1137/S0040585X9798124X

Author

Frolov, A. N. / Unified limit theorems for increments of processes with independent increments. в: Theory of Probability and its Applications. 2005 ; Том 49, № 3. стр. 531-540.

BibTeX

@article{da982905f32545b997021c568d4c0366,
title = "Unified limit theorems for increments of processes with independent increments",
abstract = "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 Erd{\"o}s-R{\'e}nyi law, the Shepp law, the Cs{\"o}rgo- R{\'e}v{\'e}sz 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.",
keywords = "Erd{\"o}s-R{\'e}nyi law, Increments of processes with independent increments, Shepp law, The law of large numbers, The law of the iterated logarithm",
author = "Frolov, {A. N.}",
note = "Copyright: Copyright 2012 Elsevier B.V., All rights reserved.",
year = "2005",
doi = "10.1137/S0040585X9798124X",
language = "English",
volume = "49",
pages = "531--540",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "3",

}

RIS

TY - JOUR

T1 - Unified limit theorems for increments of processes with independent increments

AU - Frolov, A. N.

N1 - Copyright: Copyright 2012 Elsevier B.V., All rights reserved.

PY - 2005

Y1 - 2005

N2 - 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.

AB - 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.

KW - Erdös-Rényi law

KW - Increments of processes with independent increments

KW - Shepp law

KW - The law of large numbers

KW - The law of the iterated logarithm

UR - http://www.scopus.com/inward/record.url?scp=27144433814&partnerID=8YFLogxK

U2 - 10.1137/S0040585X9798124X

DO - 10.1137/S0040585X9798124X

M3 - Article

AN - SCOPUS:27144433814

VL - 49

SP - 531

EP - 540

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 3

ER -

ID: 75022218