English

A density property for stochastic processes

Probability 2020-12-03 v2

Abstract

Consider a class of probability distributions which is dense in the space of all probability distributions on Rd\mathbb{R}^{d} with respect to weak convergence, for every dNd\in\mathbb{N}. Then, we construct various explicit classes of continuous (c\'{a}dl\'{a}g) processes which are dense in the space of all continuous (c\'{a}dl\'{a}g) processes with respect to convergence in distribution. This is motivated by the recent result that quasi-infinitely divisible (QID) distributions are dense when d=1d=1. If this result is extended to any dNd\in\mathbb{N}, then our result will imply that QID processes are dense in both spaces of continuous and c\'{a}dl\'{a}g processes.

Keywords

Cite

@article{arxiv.2010.07752,
  title  = {A density property for stochastic processes},
  author = {Riccardo Passeggeri},
  journal= {arXiv preprint arXiv:2010.07752},
  year   = {2020}
}

Comments

16 pages

R2 v1 2026-06-23T19:22:33.735Z