Skewed Stable Variables and Processes.

Abstract

We consider here general (i.e. possibly skewed or asymmetric) stable distribution and processes. A decomposition result and a moment equality are given for these distributions. More importantly, we determine the form of all stable independent increments processes, construct a Wiener-type stochastic integral with respect to these processes, and prove a representation theorem for general stable processes analogous to (and in some sense including) the spectral representation theorem for symmetric stable processes. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA150549

Entities

People

  • C. D. Hardin Jr

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Banach Space
  • Classification
  • Complex Variables
  • Corporations
  • Data Science
  • Gaussian Processes
  • Hilbert Space
  • Information Science
  • North Carolina
  • Probability
  • Random Variables
  • Security
  • Skewness
  • Statistics
  • Step Functions
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.