Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_{\alpha }$

Misiewicz Jolanta K.. Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_α$. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1996. <http://eudml.org/doc/270064>.

@book{MisiewiczJolantaK1996,
abstract = {CONTENTSI. Introduction..........................................................................................................5II. Pseudo-isotropic random vectors........................................................................9  II.1. Symmetric stable vectors................................................................................9  II.2. Pseudo-isotropic random vectors..................................................................15  II.3. Elliptically contoured vectors..........................................................................23  II.4. α-symmetric random vectors..........................................................................27  II.5. Substable random vectors.............................................................................32III. Exchangeability and pseudo-isotropy.................................................................35  III.1. Pseudo-isotropic exchangeable sequences.................................................35  III.2. Schoenberg-type theorems..........................................................................40  III.3. Some generalizations...................................................................................43IV. Stable and substable stochastic processes.....................................................45  IV.1. Gaussian processes and Reproducing Kernel Hilbert Spaces....................45  IV.2. Elliptically contoured processes..................................................................47  IV.3. Symmetric stable stochastic processes......................................................50  IV.4. Spectral representation of symmetric stable processes.............................56  IV.5. Substable and pseudo-isotropic stochastic processes...............................59  IV.6. $L_α $-dependent stochastic integrals.......................................................62  IV.7. Random limit theorems...............................................................................63V. Infinite divisibility of substable stochastic processes..........................................64  V.1. Infinitely divisible distributions. Lévy measures............................................66  V.2. Approximative logarithm................................................................................68  V.3. Infinite divisibility of substable random vectors..............................................73  V.4. Infinite divisibility of substable processes......................................................77References...........................................................................................................80Index......................................................................................................................901991 Mathematics Subject Classification: Primary 46A15, 60B11; Secondary 60G07, 46B20, 60E07, 60K99.},
author = {Misiewicz Jolanta K.},
keywords = {spherically isotropic measures; elliptically isometric measures; geometry of linear spaces; stochastic processes},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_α$},
url = {http://eudml.org/doc/270064},
year = {1996},
}

TY - BOOK
AU - Misiewicz Jolanta K.
TI - Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_α$
PY - 1996
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTSI. Introduction..........................................................................................................5II. Pseudo-isotropic random vectors........................................................................9  II.1. Symmetric stable vectors................................................................................9  II.2. Pseudo-isotropic random vectors..................................................................15  II.3. Elliptically contoured vectors..........................................................................23  II.4. α-symmetric random vectors..........................................................................27  II.5. Substable random vectors.............................................................................32III. Exchangeability and pseudo-isotropy.................................................................35  III.1. Pseudo-isotropic exchangeable sequences.................................................35  III.2. Schoenberg-type theorems..........................................................................40  III.3. Some generalizations...................................................................................43IV. Stable and substable stochastic processes.....................................................45  IV.1. Gaussian processes and Reproducing Kernel Hilbert Spaces....................45  IV.2. Elliptically contoured processes..................................................................47  IV.3. Symmetric stable stochastic processes......................................................50  IV.4. Spectral representation of symmetric stable processes.............................56  IV.5. Substable and pseudo-isotropic stochastic processes...............................59  IV.6. $L_α $-dependent stochastic integrals.......................................................62  IV.7. Random limit theorems...............................................................................63V. Infinite divisibility of substable stochastic processes..........................................64  V.1. Infinitely divisible distributions. Lévy measures............................................66  V.2. Approximative logarithm................................................................................68  V.3. Infinite divisibility of substable random vectors..............................................73  V.4. Infinite divisibility of substable processes......................................................77References...........................................................................................................80Index......................................................................................................................901991 Mathematics Subject Classification: Primary 46A15, 60B11; Secondary 60G07, 46B20, 60E07, 60K99.
LA - eng
KW - spherically isotropic measures; elliptically isometric measures; geometry of linear spaces; stochastic processes
UR - http://eudml.org/doc/270064
ER -