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Spectral representations of infinitely divisible processes
Authors:Balram S. Rajput  Jan Rosinski
Affiliation:(1) Department of Mathematics, University of Tennessee at Knoxville, 121 Ayres Hall, 37996-1300 Knoxville, TN, USA
Abstract:Summary The spectral representations for arbitrary discrete parameter infinitely divisible processes as well as for (centered) continuous parameter infinitely divisible processes, which are separable in probability, are obtained. The main tools used for the proofs are (i) a ldquopolar-factorizationrdquo of an arbitrary Lévy measure on a separable Hilbert space, and (ii) the Wiener-type stochastic integrals of non-random functions relative to arbitrary ldquoinfinitely divisible noiserdquo.The research of both authors was supported partially by the AFSOR Grant No. 87-0136; the second named author was also supported partially by a grant from the University of Tennessee
Keywords:
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