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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 3, Pages 507–512 (Mi tvp873)

This article is cited in 24 papers

Short Communications

On the local behavior of processes with independent increments

B. A. Rogozin

Novosibirsk

Abstract: Let $\xi(t)$, $t\ge0$, $\xi(0)=0$, be a homogeneous process with independent increments. In [2] it was shown that $\lim\limits_{t\to0}(\xi(t)/t)$ exists and is finite if sample functions of $\xi(t)$ have a bounded variation. We prove that, in the opposite case,
$$ \varlimsup_{t\to0}\frac{\xi(t)}t=\infty. $$


Received: 03.08.1966


 English version:
Theory of Probability and its Applications, 1968, 13:3, 482–486

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