Sample path properties of stochastic processes represented as multiple stable integrals
This paper studies the sample path properties of stochastic processes represented by multiple symmetric [alpha]-stable integrals. It relates the "smoothness" of the sample paths to the "smoothness" of the (non-random) integrand. It also contains results about the behavior of the distribution of suprema and zero-one laws.
Year of publication: |
1991
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Authors: | Rosinski, Jan ; Samorodnitsky, Gennady ; Taqqu, Murad S. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 37.1991, 1, p. 115-134
|
Publisher: |
Elsevier |
Keywords: | Multiple stable integral sample path properties random measure Banach-valued variable zero-one law |
Saved in:
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