牵索 发表于 2025-3-25 03:44:18
,Selfsimilar Additive Processes and Stationary Ornstein–Uhlenbeck Type Processes,ffect as some change of spatial scale. Under the condition of stochastic continuity and non-zero, the relation of the two scale changes is expressed by a positive number . called exponent. A Lévy process is selfsimilar if and only if it is strictly stable.淘气 发表于 2025-3-25 07:56:17
Classes Lm and Their Characterization,Selfdecomposable distributions are extensions of stable distributions and form a subclass of the class of infinitely divisible distributions. In this chapter we will introduce, between the class .. of selfdecomposable distributions and the class . of stable distributions, a chain of subclasses called .., . = 1, …, .:commune 发表于 2025-3-25 13:11:43
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,Classes , and Ornstein–Uhlenbeck Type Processes,stribution as . →., which is Gaussian. Processes of Ornstein–Uhlenbeck type are analogues of the Ornstein–Uhlenbeck process with the role of Brownian motion played by general Lévy processes. In this chapter we shall construct them, give the condition under which they have limit distributions, and stDAMN 发表于 2025-3-26 02:34:13
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Book 2019ar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions .L.m., m = 0,1,...,∞, from the class .L.0. of selfdecomposable distributions to the class .L.∞. generated by stable distributions through convolution and convergenceYourself 发表于 2025-3-26 16:31:11
Inheritance in Multivariate Subordination,and examples. Section 5.2 discusses some generalization where the defining condition of selfdecomposability or stability for distributions on . involves a . × . matrix .. This is called operator generalization.crockery 发表于 2025-3-26 19:01:36
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