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 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 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}
}