Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments

Jiang Tiefeng, M. Bhaskara Rao, Wang Xiangchen and Li Deli

Stochastic Processes and their Applications, 1993, vol. 44, issue 2, 205-219

Abstract: Let {X(t); t [greater-or-equal, slanted] 0} be a stochastic process with stationary and independent increments which has no Gaussian component. Assume that X(1) has a finite moment generating function. Let [lambda] be the probability measure of the process {Z[lambda](t); 0 [less-than-or-equals, slant] t [less-than-or-equals, slant] 1}, where Z[lambda](t) = (1/[lambda]q)X([lambda][alpha][0, t]), [alpha] is a probability measure on [0, 1] and 1

Keywords: large; deviations; rate; function; stationary; and; independent; increments; strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 1993
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