Chaotic behavior of infinitely divisible processes

• Autorzy: S. Cambanis , K. Podgórski , A. Weron
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

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

Kategorie tematyczne

• 28D10: One-parameter continuous families of measure-preserving transformations
• 60G10: Stationary processes
• 46E30: Spaces of measurable functions ( L p -spaces, Orlicz spaces, K\"othe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)
• 60E07: Infinitely divisible distributions; stable distributions

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1995
• Tom: 115
• Numer: 2
• Strony: 109-127

Daty

wydano

1995

otrzymano

1993-11-29

poprawiono

1995-01-30

Twórcy

autor

S. Cambanis

• Department of Statistics, University of North Carolina, Chapel Hill, North Carolina 27599-3260, U.S.A.,

autor

K. Podgórski

• Department of Mathematical Sciences, IUPUI, Indianapolis, Indiana 46202-3216, U.S.A.

autor

A. Weron

• Hugo Steinhaus Center for Stochastic Methods, Technical University of Wrocław, 50-370 Wrocław, Poland.

Bibliografia

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