Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables

J. Rosinski, G. Samorodnitsky and M. S. Taqqu

Journal of Multivariate Analysis, 1993, vol. 46, issue 1, 61-82

Abstract: We establish zero-one laws for non-homogeneous forms of any finite order in Gaussian, non-Gaussian stable, or, more generally, in type G random variables. The random arguments in the form can be decoupled, totally coupled, or only partially coupled. These zero-one laws are applied to the study of sample paths of stochastic processes represented by multiple integrals.

Date: 1993
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