Title of article :
Semigroups of Upsilon transformations
Author/Authors :
Barndorff-Nielsen، نويسنده , , Ole E. and Maejima، نويسنده , , Makoto، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
Upsilon transformations satisfying certain regularity conditions are shown to generate semigroups of such transformations. This is based on a general commutativity property of the Upsilon transformations, and uses log infinite divisibility. The existence of random integral representations of Upsilon transformations and of the generated semigroups is also discussed.
Keywords :
Random integral representation , Infinite divisibility
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications