Accession Number : ADA186210
Title : Spectral Representation of Infinitely Divisible Processes.
Descriptive Note : Interim rept.,
Corporate Author : TENNESSEE UNIV KNOXVILLE DEPT OF MATHEMATICS
Personal Author(s) : Rajput, Balram S ; Rosinski, Jan
PDF Url : ADA186210
Report Date : May 1987
Pagination or Media Count : 51
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 polar-factorization of an arbitrary Levy measure on a separable Hilbert space, and (II) the Wiener-type stochastic integrals of non-random functions relative to arbitrary infinitely divisible noise .
Descriptors : *HILBERT SPACE, *SPECTRA, SEPARATION, TOOLS
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE