Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

ثبت نشده
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Infinitely Divisible Cylindrical Measures on Banach Spaces

In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Furthermore, continuity properties and the relation to infinitely...

متن کامل

Continuity and boundedness of infinitely divisible processes: a Poisson point process approach

Sufficient conditions for boundedness and continuity are obtained for stochastically continuous infinitely divisible processes, without Gaussian component, {Y (t), t ∈ T}, where T is a compact metric space or pseudo-metric space. Such processes have a version given by Y (t) = X(t)+ b(t), t ∈ T where b is a deterministic drift function and

متن کامل

Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying Lévy measures. The limit process is a new class of symmetric stable self-similar processes with stationary increments, that coincides, on a part of its parameter space, with a previously described process. The normalizing sequence an...

متن کامل

Modeling of ‎I‎nfinite Divisible Distributions Using Invariant and Equivariant Functions

‎Basu’s theorem is one of the most elegant results of classical statistics‎. ‎Succinctly put‎, ‎the theorem says‎: ‎if T is a complete sufficient statistic for a family of probability measures‎, ‎and V is an ancillary statistic‎, ‎then T and V are independent‎. ‎A very novel application of Basu’s theorem appears recently in proving the infinite divisibility of certain statistics‎. ‎In addition ...

متن کامل

Markov Processes with Infinitely Divisible Limit Distributions: Some Examples

J.BSTllCT A set of examples is described which suggests that members of a certain class of Markov processes have infinitely divisible limit distributions. A counter example rilles out such a possibility and raises the question of what further restrictions are required to guarantee infinitely divisible limits. Some related examples illustrate the same occurrence of infinitely divisible limit dis...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1996