Abstract
Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(ɛ)−1 at which a stochastic process with stationary increments ξ should be sampled, for the sampled process ξ(⌊⋅/q(ɛ)⌋q(ɛ)) to deviate from ξ by at most ɛ, with a given probability, asymptotically as ɛ↓0. The canonical application is to discretization errors in computer simulation of stochastic processes.
Citation
J. M. P. Albin. "On sampling of stationary increment processes." Ann. Appl. Probab. 14 (4) 2016 - 2037, November 2004. https://doi.org/10.1214/105051604000000468
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