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Zero-one laws for multilinear forms in Gaussian and other infinitely
divisible random variables
Jan Rosinski
Gennady Samorodnitsky
Murad S. Taqqu
Abstract:
We establish zero-one laws for non-homogeneous forms of any finite order
in Gaussian, non-Gausian 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.