Accession Number : ADA186502

Title :   Series Representations of Infinitely Divisible Random Vectors and a Generalized Shot Noise in Banach Spaces.

Descriptive Note : Interim rept. Apr-Jul 87,

Corporate Author : TENNESSEE UNIV KNOXVILLE DEPT OF MATHEMATICS

Personal Author(s) : Rosinski, Jan

PDF Url : ADA186502

Report Date : 01 Jul 1987

Pagination or Media Count : 33

Abstract : A generalised shot noise in Banach spaces is defined as the a.s. limit of certain centered sums of dependent random vectors; and, a necessary and sufficient condition for its existence is given. As an immediate application, the LePage-type series representations of infinitely divisible random vectors are obtained.

Descriptors :   *SHOT NOISE, *MATHEMATICAL ANALYSIS, BANACH SPACE, VECTOR ANALYSIS, SERIES(MATHEMATICS), POISSON DENSITY FUNCTIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE