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On almost sure limit inferior for B-valued stochastic processes and applications
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  • Published: March 1994

On almost sure limit inferior for B-valued stochastic processes and applications

  • Miklós Csörgő1 &
  • Qi-Man Shao2,3 

Probability Theory and Related Fields volume 99, pages 29–54 (1994)Cite this article

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  • 12 Citations

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Summary

A criterion on almost sure limit inferior for the increments of B-valued stochastic processes is presented. Applications to processes of independent increments and to Gaussian processes with stationary increments are given. In particular, an exact limit inferior bound is established for increments of infinite series of independent Ornstein-Uhlenbeck processes.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, Carleton University, K1S5B6, Ottawa, Ontario, Canada

    Miklós Csörgő

  2. Department of Mathematics, National University of Singapore, 0511, Singapore

    Qi-Man Shao

  3. Department of Mathematics, Hangzhou University, People's Republic of China

    Qi-Man Shao

Authors
  1. Miklós Csörgő
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  2. Qi-Man Shao
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Additional information

Work supported by an NSERC Canada grant at Carleton University

Work supported by the Fok Yingtung Education Foundation of China

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Cite this article

Csörgő, M., Shao, QM. On almost sure limit inferior for B-valued stochastic processes and applications. Probab. Th. Rel. Fields 99, 29–54 (1994). https://doi.org/10.1007/BF01199589

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  • Received: 08 September 1993

  • Revised: 13 December 1993

  • Issue Date: March 1994

  • DOI: https://doi.org/10.1007/BF01199589

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Mathematics Subject Classification (1991)

  • 60G17
  • 60G15
  • 60G10
  • 60J65
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