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