RecordNumber
54
Author
Balram S. Rajput and Jan Rosinski
Title of Article
Spectral representations of infinitely divisible processes
Title Of Journal
Probability Theory and Related Fields
PublishInfo
Springer
Publication Year
1989
Volum
82
Issue Number
3
Page
451-487
Notes
براي دانلود و مشاهده مقاله به قسمت لينكهاي مرتبط مراجعه نماييد
Abstract
The spectral representations for arbitrary discrete parameter infinitely divisible processes as well as for (centered) continuous parameter infinitely divisible processes, which are separable in probability, are obtained. The main tools used for the proofs are (i) a ldquopolar-factorizationrdquo of an arbitrary Lévy measure on a separable Hilbert space, and (ii) the Wiener-type stochastic integrals of non-random functions relative to arbitrary ldquoinfinitely divisible noiserdquo.
URL
www.springerlink.com/index/K414H88277P3Q517.pdf,/DL/Data Entry/DataEntryForm/EnterDocInfo.aspx,/DL/Data Entry/NewEdit/Documents/Math_English_Electronic_Articles_EditDoc_925.aspx