Some sample function properties of a process with stationary independent increments
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- by Shashanka Shekhar Mitra PDF
- Trans. Amer. Math. Soc. 107 (1963), 545-558 Request permission
References
- R. M. Blumenthal and R. K. Getoor, Sample functions of stochastic processes with stationary independent increments, J. Math. Mech. 10 (1961), 493–516. MR 0123362
- Salomon Bochner, Harmonic analysis and the theory of probability, University of California Press, Berkeley-Los Angeles, Calif., 1955. MR 0072370
- K. L. Chung and W. H. J. Fuchs, On the distribution of values of sums of random variables, Mem. Amer. Math. Soc. 6 (1951), 12. MR 40610 A. Khintchine, Zwei Satze über stochastische Prozesse mit stabilen Verteilungen, Mat. Sb. (N. S.) 3 (1938), 584. —, Sur la croissance locale des processes stochastique homogènes à accroissements indépendants, Izv. Akad. Nauk SSSR Ser. Mat. (1939), 487-508.
Additional Information
- © Copyright 1963 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 107 (1963), 545-558
- MSC: Primary 60.40
- DOI: https://doi.org/10.1090/S0002-9947-1963-0152000-9
- MathSciNet review: 0152000