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Sample path properties of stochastic processes represented as multiple stable integrals

Jan Rosinski
Gennady Samorodnitsky
Murad S. Taqqu

Abstract:

This paper studies the sample path properties of stochastic processes represented by multiple symmetric -stable integrals. It relates the ``smoothness'' of the sample paths to the ``smoothness'' of the (non-random) integrand. It also contains results about the tail behavior of the distribution of suprema and zero-one laws.