Linear rescaling of the stochastic process
Commentationes Mathematicae Universitatis Carolinae (1992)
- Volume: 33, Issue: 2, page 277-289
- ISSN: 0010-2628
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topLachout, Petr. "Linear rescaling of the stochastic process." Commentationes Mathematicae Universitatis Carolinae 33.2 (1992): 277-289. <http://eudml.org/doc/247409>.
@article{Lachout1992,
abstract = {Discussion on the limits in distribution of processes $Y$ under joint rescaling of space and time is presented in this paper. The results due to Lamperti (1962), Weissman (1975), Hudson Mason (1982) and Laha Rohatgi (1982) are improved here.},
author = {Lachout, Petr},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {self-similar processes; convergence in distribution; self-similar processes; convergence in distribution; finite-dimensional distributions; multiplicative and additive forms},
language = {eng},
number = {2},
pages = {277-289},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Linear rescaling of the stochastic process},
url = {http://eudml.org/doc/247409},
volume = {33},
year = {1992},
}
TY - JOUR
AU - Lachout, Petr
TI - Linear rescaling of the stochastic process
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1992
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 33
IS - 2
SP - 277
EP - 289
AB - Discussion on the limits in distribution of processes $Y$ under joint rescaling of space and time is presented in this paper. The results due to Lamperti (1962), Weissman (1975), Hudson Mason (1982) and Laha Rohatgi (1982) are improved here.
LA - eng
KW - self-similar processes; convergence in distribution; self-similar processes; convergence in distribution; finite-dimensional distributions; multiplicative and additive forms
UR - http://eudml.org/doc/247409
ER -
References
top- Aczél J., Lectures on Functional Equations and their Applications, Academic Press, New York, 1966. MR0208210
- Hudson W.H., Mason J.D., Operator-self-similar processes in a finite-dimensional space, Trans. AMS 273 (1982), 281-297. (1982) Zbl0508.60044MR0664042
- Jarník V., Differential Calculus II (in Czech), Academia, Prague, 1976.
- Laha R.G., Rohatgi V.K., Operator self similar stochastic processes in , Stochastic Process. Appl. 12 (1982), 73-84. (1982) MR0632393
- Lamperti J., Semi-stable stochastic processes, Trans. Amer. Math. Soc. 104 (1962), 62-78. (1962) Zbl0286.60017MR0138128
- Vervaat W., Properties of General Self-Similar Processes, 46th Session of the International Statistical Institute of Tokyo, Japan, 1987. Zbl0813.60041MR1027195
- Weissman I., On location and scale functions of a class of limiting processes with application to extreme value theory, Ann. Probab. 3 (1975), 178-181. (1975) Zbl0303.60021MR0362458
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