Some Results on Symmetric Stable Distributions and Processes.

Abstract

For symmetric stable random variables, a condition equivalent to linear regression is obtained and moments of certain monomials are computed. For stochastic processes of random variables with p-th moments, p>1, a function space approach is developed and applied to the system identification problem. Conditions for measurable modifications and for integrable or absolutely continuous sample paths are given.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 01, 1977
Accession Number
ADA042034

Entities

People

  • Grady W. Miller

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Air Platforms
  • C4I

DTIC Thesaurus Topics

  • Banach Space
  • Coordinate Systems
  • Functional Analysis
  • Gaussian Processes
  • Hilbert Space
  • Integrals
  • Linear Systems
  • New York
  • North Carolina
  • Numbers
  • Path Integrals
  • Probability
  • Random Variables
  • Real Numbers
  • Statistics
  • Step Functions
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.

Technology Areas

  • Space