Accession Number : ADA192016
Title : On Path Properties of Certain Infinitely Divisible Processes.
Descriptive Note : Rept. for Apr-Nov 87,
Corporate Author : TENNESSEE UNIV KNOXVILLE DEPT OF MATHEMATICS
Personal Author(s) : Rosinski, Jan
PDF Url : ADA192016
Report Date : Nov 1987
Pagination or Media Count : 19
Abstract : Sample path properties of Poissonian type stochastic integral processes are studied. It is proven that various properties of the sections of the deterministic kernel (as, for example, unboundedness, discontinuity, etc.) are inherited by the sample paths of the corresponding stochastic integral process. An analogous statement for Gaussian processes is false. As a main tool, a series representation of stochastic integral processes is fully developed and this may be of independent interest. Keywords: Infinitely divisible processes; Symmetry.
Descriptors : *STOCHASTIC PROCESSES, DETERMINANTS(MATHEMATICS), PATHS, STATISTICAL PROCESSES, POISSON DENSITY FUNCTIONS, SYMMETRY, KERNEL FUNCTIONS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE