IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v58y1995i1p91-103.html
   My bibliography  Save this article

Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion

Author

Listed:
  • Albin, J. M. P.

Abstract

We study the growth of [integral operator]t[theta]t [xi](s)pds as t [short up arrow] [infinity] for Brownian and [alpha]-stable motions [xi].

Suggested Citation

  • Albin, J. M. P., 1995. "Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 91-103, July.
  • Handle: RePEc:eee:spapps:v:58:y:1995:i:1:p:91-103
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(94)00009-I
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Albin, J. M. P., 1993. "Extremes of diffusions over fixed intervals," Stochastic Processes and their Applications, Elsevier, vol. 48(2), pages 211-235, November.
    2. Albin, J. M. P., 1992. "On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space," Stochastic Processes and their Applications, Elsevier, vol. 41(1), pages 1-31, May.
    3. Li, Wenbo V., 1992. "Limit theorems for the square integral of Brownian motion and its increments," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 223-239, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Krzysztof Dȩbicki & Enkelejd Hashorva & Lanpeng Ji & Chengxiu Ling, 2015. "Extremes of order statistics of stationary processes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 229-248, June.
    2. Raab, Mikael, 1997. "Poisson approximation of the number of exceedances of a discrete-time x2-process," Stochastic Processes and their Applications, Elsevier, vol. 66(1), pages 41-54, February.
    3. Albin, J.M.P., 2008. "A continuous non-Brownian motion martingale with Brownian motion marginal distributions," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 682-686, April.
    4. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
    5. Aue, Alexander & Horvth, Lajos & Huskov, Marie, 2009. "Extreme value theory for stochastic integrals of Legendre polynomials," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 1029-1043, May.
    6. Deheuvels, Paul, 2007. "A Karhunen-Loeve expansion for a mean-centered Brownian bridge," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1190-1200, July.
    7. Wang, Xudong & Chen, Yao, 2021. "Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 577(C).
    8. Ai, Xiaohui & Li, Wenbo V. & Liu, Guoqing, 2012. "Karhunen–Loeve expansions for the detrended Brownian motion," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1235-1241.
    9. Wang, Zhenhai & Wang, Xudong, 2024. "Landscapes of random diffusivity processes in harmonic potential," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:58:y:1995:i:1:p:91-103. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.