Titlebook: Stable Processes and Related Topics; A Selection of Paper Stamatis Cambanis,Gennady Samorodnitsky,Murad S. T Book 1991 Birkhäuser Boston 19

idiopathic

A Characterization of the Asymptotic Behavior of Stationary Stable Processes,Let . be a stationary stable process and let . be the difference between the joint characteristic function of (., .) and the product of the characteristic functions of . and .. The function . as . → ∞ is a measure of asymptotic dependence. We analyze the behavior of . as . → ∞ for various stable stochastic processes.

大包裹

,On shot noise processes attracted to fractional Lévy motion,Convergence in distribution of an integrated shot noise process to .-stable fractional Lévy motion (1 < . < 2) is discussed. We show also that the class of limiting processes contains some non-stable self-similar processes.

贞洁

Multiple stable integrals appearing in weak limits,Limit laws of certain finite multilinear random forms coincide with distributions of stable multiple integrals.

入会

Progress in Probabilityhttp://image.papertrans.cn/s/image/875469.jpg

Canyon

https://doi.org/10.1007/978-1-4684-6778-9Finite; Gaussian measure; Gaussian process; Statistica; Variance; Volume; behavior; boundary element method

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978-1-4684-6780-2Birkhäuser Boston 1991

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