首页 | 本学科首页   官方微博 | 高级检索  
     


On the spectral representation of symmetric stable processes
Authors:Clyde D Hardin
Affiliation:University of Wisconsin-Milwaukee USA
Abstract:The so-called spectral representation theorem for stable processes linearly imbeds each symmetric stable process of index p into Lp (0 < p ≤ 2). We use the theory of Lp isometries for 0 < p < 2 to study the uniqueness of this representation for the non-Gaussian stable processes. We also determine the form of this representation for stationary processes and for substable processes. Complex stable processes are defined, and a complex version of the spectral representation theorem is proved. As a corollary to the complex theory we exhibit an imbedding of complex Lq into real or complex Lp for 0 < p < q ≤ 2.
Keywords:60G99  60G10  60E07  46E30  Stable processes  spectral representation  stationary processes  complex processes  imbedding theorems
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号