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ArticleOriginal scientific text

Title

Moments of some random functionals

Authors 1

Affiliations

  1. Institute of Mathematics Wrocław University Pl. Grunwaldzki 2/4 50-384 Wrocław, Poland

Abstract

The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals ∫0∞f(X(τ,ω))dτ for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.

Bibliography

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  5. E. M. Wright, The asymptotic expansion of the generalized hypergeometric function, J. London Math. Soc. 10 (1935), 286-293.\vadjust\eject
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Colloquium Mathematicum
1997/74/1
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Pages:
101-108
Main language of publication
English
Received
1996-12-03
Published
1997
Exact and natural sciences