OPERATOR-SELF-SIMILAR STABLE PROCESSES

被引：45

作者：

MAEJIMA, M ^{[1
]}

MASON, JD ^{[1
]}

机构：

[1] UNIV UTAH,DEPT MATH,SALT LAKE CITY,UT 84112

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 54卷 / 01期

关键词：

OPERATOR-SELF-SIMILAR PROCESSES; OPERATOR-STABLE LAW; OPERATOR FRACTIONAL BROWNIAN MOTION; OPERATOR FRACTIONAL STABLE MOTION;

D O I：

10.1016/0304-4149(94)00010-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Operator-self-similar processes are studied and several examples of operator-self-similar and stable (in the ordinary sense or in the sense of operator-stable) processes are constructed. Limit theorems for such processes are also shown.

引用

页码：139 / 163

页数：25

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