Spectral Representation of Infinitely Divisible Processes.

Abstract

The spectral representations for arbitrary discrete parameter infinitely divisible processes as well as for (centered) continuous parameter infinitely divisible processes, which are separable in probability, are obtained. The main tools used for the proofs are (I) a polar-factorization of an arbitrary Levy measure on a separable Hilbert space, and (II) the Wiener-type stochastic integrals of non-random functions relative to arbitrary infinitely divisible noise .

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 01, 1987
Accession Number
ADA186210

Entities

People

  • Balram S. Rajput
  • Jan Rosinski

Organizations

  • University of Tennessee

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Banach Space
  • Continuity
  • Distribution Functions
  • Gaussian Processes
  • Hilbert Space
  • Inequalities
  • Integrals
  • New York
  • Noise
  • Notation
  • Numbers
  • Probability
  • Random Variables
  • Real Numbers
  • Sequences
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space
  • Space - Space Objects