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- Title
Levy-Baxter theorems for one class of non-Gaussian stochastic processes.
- Authors
Kozachenko, Yury V.; Kurchenko, Oleksandr
- Abstract
The theorems of Baxter type were established for a class of random processes with K-increments. The obtained results can be used in the statistics of random processes, in particular for obtaining sufficient conditions of singularity of measures generated by random processes. This study was focused on the Levy-Baxter limit theorems for random processes. A new class of random processes was created. This method of investigation can be used to establish the Baxter type theorems for random fields.
- Subjects
STOCHASTIC processes; LIMIT theorems; GAUSSIAN processes; MATHEMATICAL singularities; RANDOM fields; MATHEMATICAL analysis
- Publication
Random Operators & Stochastic Equations, 2011, Vol 19, Issue 4, p313
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/ROSE.2011.018