Physics, Mathematics and Earth Science |
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Some limsup results for increments of stable processes in random scenery |
HUANG Wei |
Department of Mathematics, Zhejiang University, Hangzhou 310028, China |
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Abstract In this paper, we prove some limsup results for increments and lag increments of G(t), which is a stable processe in random scenery. The proofs rely on the tail probability estimation of G(t).
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Received: 28 April 2001
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