English

Almost sure growth of integrated supOU processes

Probability 2024-09-25 v2

Abstract

Superpositions of Ornstein-Uhlenbeck processes allow a flexible dependence structure, including long range dependence for OU-type processes. Their complex asymptotics are governed by three effects: the behavior of the L\'evy measure both at infinity and at zero, and the behavior at zero of the measure governing the dependence. We establish almost sure rates of growth depending on the characteristics of the process and prove a Marcinkiewicz--Zygmund type SLLN for the integrated process.

Keywords

Cite

@article{arxiv.2402.01196,
  title  = {Almost sure growth of integrated supOU processes},
  author = {Danijel Grahovac and Peter Kevei},
  journal= {arXiv preprint arXiv:2402.01196},
  year   = {2024}
}

Comments

41 pages

R2 v1 2026-06-28T14:35:31.906Z