About boundedness of stable sequences

Michael Braverman

doi:10.1016/S0304-4149(02)00099-6

About boundedness of stable sequences

Michael Braverman

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

A sufficient condition under which a symmetric α-stable process {X(n), n ε N} is a.s. bounded is given. We also show that in some sense this condition is optimal.

Original language	English
Pages (from-to)	287-293
Number of pages	7
Journal	Stochastic Processes and their Applications
Volume	99
Issue number	2
DOIs	https://doi.org/10.1016/S0304-4149(02)00099-6
State	Published - 8 May 2002

Keywords

Sample boundedness
Stable process

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

Access to Document

10.1016/S0304-4149(02)00099-6

Cite this

@article{cfe5f06ea06a4657afa5417c688eab32,

title = "About boundedness of stable sequences",

abstract = "A sufficient condition under which a symmetric α-stable process {X(n), n ε N} is a.s. bounded is given. We also show that in some sense this condition is optimal.",

keywords = "Sample boundedness, Stable process",

author = "Michael Braverman",

year = "2002",

month = may,

day = "8",

doi = "10.1016/S0304-4149(02)00099-6",

language = "English",

volume = "99",

pages = "287--293",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - About boundedness of stable sequences

AU - Braverman, Michael

PY - 2002/5/8

Y1 - 2002/5/8

N2 - A sufficient condition under which a symmetric α-stable process {X(n), n ε N} is a.s. bounded is given. We also show that in some sense this condition is optimal.

AB - A sufficient condition under which a symmetric α-stable process {X(n), n ε N} is a.s. bounded is given. We also show that in some sense this condition is optimal.

KW - Sample boundedness

KW - Stable process

UR - http://www.scopus.com/inward/record.url?scp=0036233018&partnerID=8YFLogxK

U2 - 10.1016/S0304-4149(02)00099-6

DO - 10.1016/S0304-4149(02)00099-6

M3 - Article

AN - SCOPUS:0036233018

SN - 0304-4149

VL - 99

SP - 287

EP - 293

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 2

ER -

About boundedness of stable sequences

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this