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