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 | |
| State | Published - 8 May 2002 |
Keywords
- Sample boundedness
- Stable process
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics