Two strong limit theorems for processes with independent increments

Citations of this article
Mendeley users who have this article in their library.
Get full text


Two related almost sure limit theorems are obtained in connection with a stochastic process {ξ(t), -∞ < t < ∞} with independent increments. The first result deals with the existence of a simultaneous stabilizing function H(t) such that (ξ(t) - ξ(0)) H(t) → 0 for almost all sample functions of the process. The second result deals with a wide-sense stationary process whose random spectral distributions is ξ. It addresses the question: Under what conditions does (2T)-1∫-TTX(t)X(t + τ)dt converge as T → ∞ for all τ for almost all sample functions? © 1982.




Wright, A. L. (1982). Two strong limit theorems for processes with independent increments. Journal of Multivariate Analysis, 12(2), 178–185.

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free