English

Escape rates for multi-dimensional shift selfsimilar additive sequences

Probability 2014-03-05 v1

Abstract

First the relation between shift selfsimilar additive sequences and stationary sequences of Ornstein-Uhlenbeck type (OU type) on Rd\mathbb{R}^d is shown and then the rates of escape for shift selfsimilar additive sequences are discussed. As a corollary, fundamental problems on recurrence of stationary sequences of OU type are solved. Some applications to laws of the iterated logarithm for strictly stable L\'evy processes on Rd\mathbb{R}^d and independent Brownian motions are given.

Keywords

Cite

@article{arxiv.1403.0696,
  title  = {Escape rates for multi-dimensional shift selfsimilar additive sequences},
  author = {Toshiro Watanabe},
  journal= {arXiv preprint arXiv:1403.0696},
  year   = {2014}
}
R2 v1 2026-06-22T03:19:39.995Z