Title of article :
Infinite divisibility of sub-stable processes. Part I. geometry of sub-spaces of Lα-space
Author/Authors :
Misiewicz، نويسنده , , Jolanta K.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
Generalizing the definition of sub-Gaussian processes we define a sub-stable process as a scale mixture of symmetric stable processes and study its infinite divisibility. This turns out to be strictly dependent on the geometry of a sub-space H(R) of the Lα-space generated by the corresponding stable process. This space plays a similar role as the reproducing kernel Hilbert space in the case of sub-Gaussian processes. We also investigate the uniqueness of the representation and some related questions in the language of geometrical properties of this space.
Keywords :
Stable processes , L?-spaces , Infinite divisibility , Spaces containing ?n?יs uniformly , Sub-stable processes
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications