Some Path Properties of p-th Order and Symmetric Stable Processes.
Abstract
Necessary and sufficient conditions are presented for the measurability of p-th order or symmetric stable stochastic processes and for the integrability or absolute continuity of sample paths of symmetric stable processes. A sub-Gaussian process has one of these three properties if and only if the corresponding Gaussian process has the same property. Also obtained are sufficient conditions for absolute continuity of p-th order processes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1978
- Accession Number
- ADA055844
Entities
People
- Grady Miller
- Stamatis Cambanis
Organizations
- University of North Carolina at Chapel Hill