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ArticleOriginal scientific text

Title

Chaotic behavior of infinitely divisible processes

Authors 1, 2, 3

Affiliations

  1. Department of Statistics, University of North Carolina, Chapel Hill, North Carolina 27599-3260, U.S.A.,
  2. Department of Mathematical Sciences, IUPUI, Indianapolis, Indiana 46202-3216, U.S.A.
  3. Hugo Steinhaus Center for Stochastic Methods, Technical University of Wrocław, 50-370 Wrocław, Poland.

Abstract

The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.

Keywords

ENG
infinitely divisible process, ergodicity and mixing, stationary process, stochastic representation, Musielak-Orlicz space, hierarchy of chaos

Bibliography

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Studia Mathematica
1995/115/2
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Pages:
109-127
Main language of publication
English
Received
1993-11-29
Accepted
1995-01-30
Published
1995
Exact and natural sciences