Approximation of SαS léy processes in Lp norm

  • Authors:

  • Jakob Creutzig

  • Affiliations:

  • Technical University of Darmstadt, Darmstadt, Germany

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

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Abstract

We determine the weak asymptotic behavior of linear and Kolmogorov widths of the SαS Lévy process in the Banach spaces Lp, p ∈ [1, ∞) for α ∈ (0, 2). This complements earlier work by Maiorov and Wasilkowski, who treated the case α = 2, i.e., the Wiener process.