Series Representations of Infinitely Divisible Random Vectors and a Generalized Shot Noise in Banach Spaces.

Abstract

A generalised shot noise in Banach spaces is defined as the a.s. limit of certain centered sums of dependent random vectors; and, a necessary and sufficient condition for its existence is given. As an immediate application, the LePage-type series representations of infinitely divisible random vectors are obtained.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1987
Accession Number
ADA186502

Entities

People

  • Jan Rosinski

Organizations

  • University of Tennessee

Tags

DTIC Thesaurus Topics

  • Banach Space
  • Convergence
  • Geometry
  • Harmonic Analysis
  • Hilbert Space
  • Integrals
  • Mathematics
  • Order Statistics
  • Probability
  • Random Variables
  • Sequences
  • Shot Noise
  • Stationary Processes
  • Statistics
  • Stochastic Processes
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Graph Algorithms and Convex Optimization.

Technology Areas

  • Space