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Variations of processes with stationary, independent increments
- 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)
- Subjects :
- Statistics and Probability
Sequence
Mathematical and theoretical biology
Stochastic process
General Mathematics
Mathematical analysis
Zero (complex analysis)
Stationary sequence
Probability theory
Convergence of random variables
Statistics, Probability and Uncertainty
Divergence (statistics)
Analysis
Mathematics
Subjects
Details
- ISSN :
- 14322064 and 00443719
- Volume :
- 23
- Database :
- OpenAIRE
- Journal :
- Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
- Accession number :
- edsair.doi...........c51729cb633b2bd392d4bae4dc2528d6