Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables

We establish zero-one laws for non-homogeneous forms of any finite order in Gaussian, non-Gaussian stable, or, more generally, in type G random variables. The random arguments in the form can be decoupled, totally coupled, or only partially coupled. These zero-one laws are applied to the study of sample paths of stochastic processes represented by multiple integrals.

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Year of publication:	1993
Authors:	Rosinski, J. ; Samorodnitsky, G. ; Taqqu, M. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 46.1993, 1, p. 61-82
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093784