Two strong limit theorems for processes with independent increments

A. Larry Wright

Journal of Multivariate Analysis, 1982, vol. 12, issue 2, 178-185

Abstract: Two related almost sure limit theorems are obtained in connection with a stochastic process {[xi](t), -[infinity] 0 for almost all sample functions of the process. The second result deals with a wide-sense stationary process whose random spectral distributions is [xi]. It addresses the question: Under what conditions does converge as T --> [infinity] for all [tau] for almost all sample functions?

Keywords: Limit; theorems; process; with; independent; increments; wide-sense; stationary; ergodic (search for similar items in EconPapers)
Date: 1982
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