Hoelder Continuity of Sample Paths of Some Self-Similar Stable Processes

Abstract

The Hoelder continuity of sample paths of the following classes of stochastic processes is examined: (1) Processes satisfying Kolmogorov's moment condition, (2) self-similar stable processes with stationary increments and (3) harmonizable fractional processes.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1990
Accession Number
ADA225989

Entities

People

  • Makoto Maejima
  • Noeio Kono

Organizations

  • University of North Carolina at Chapel Hill

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  • Differential Equations
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  • Gaussian Processes
  • Hilbert Space
  • Integrals
  • North Carolina
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  • Stationary
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  • Statistical Algorithms
  • Statistics
  • Stochastic Processes
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  • Mathematical Modeling and Probability Theory.
  • Statistical inference.