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Persistent link: https://www.econbiz.de/10005193403
In this paper we consider families (Xm,n) of random variables which satisfy a subadditivity condition of the form X0,n+m <= X0,n + Xn,n+m + Yn,n+m, m, n >= 1. The main purpo is to give conditions which are sufficient for the a.e. convergence of ((1/n)X0,n). Restricting ourselves to the case when (X0,n) has certain monotonicity...</=>
Persistent link: https://www.econbiz.de/10008872892
The purpose of this paper is to extend recent mean as well as a.e. convergence results of Derriennic (1983), Liggett (1985) and Schürger (1986) to multiparameter processes X which satisfy a strong almost subadditivity condition and have certain monotonicity properties. If X is even strongly...
Persistent link: https://www.econbiz.de/10008872959
Suppose that (X(n)) is a finite adapted sequence of d-dimensional random variables defined on some filtered probability space ([Omega], F, (Fn), P). We obtain conditions which are necessary and sufficient for the existence of a probability measure Q equivalent to P (which we call an equivalent...
Persistent link: https://www.econbiz.de/10008873821
Let Z be a stochastic process of the form Z(t)=Z(0)exp([mu]t+X(t)-<X>t/2) where Z(0)0, [mu] are constants, and X is a continuous local martingale having a deterministic quadratic variation <X> such that <X>t--[infinity] as t--[infinity]. We show that the mantissa (base b) of Z(t) (denoted by M(b)(Z(t))...</x></x></x>
Persistent link: https://www.econbiz.de/10008874413
Based on multiparameter subadditive ergodic theorems of Akcoglu and Krengel (1981) and Schürger (1988) we derive an almost sure limit theorem for families of random matrices with a multiparameter which satisfy a supermultiplicativity condition. This gives a multiparameter analogue of results of...
Persistent link: https://www.econbiz.de/10008874433
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