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Variations of processes with stationary, independent increments

Authors :
Priscilla E. Greenwood
Bert Fristedt
Source :
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete. 23:171-186
Publication Year :
1972
Publisher :
Springer Science and Business Media LLC, 1972.

Abstract

Variational sums for arbitrary processes with stationary, independent increments are shown to converge in probability to certain other such processes as the mesh of a sequence of partitions tend to zero. Under less restrictive conditions, centered variational sums are shown to converge. In cases of divergence, rates of divergence are found. (Author)

Details

ISSN :
14322064 and 00443719
Volume :
23
Database :
OpenAIRE
Journal :
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
Accession number :
edsair.doi...........c51729cb633b2bd392d4bae4dc2528d6