Approximation of SαS Lévy processes in Lp norm

  • Authors:

  • Jakob Creutzig

  • Affiliations:

  • Technical University of Darmstadt, Schloßgartenstraße 7, 64289 Darmstadt, Germany

  • Venue:
  • Journal of Approximation Theory
  • Year:
  • 2006

Quantified Score

Hi-index 0.01

Visualization

Abstract

We determine the weak asymptotic behavior of linear and Kolmogorov widths of the S@aS Levy process in the Banach spaces L"p, p@?[1,~) for @a@?(0,2). This complements earlier work by Maiorov and Wasilkowski, who treated the case @a=2, i.e., the Wiener process.