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arXiv 1107.2193math.PR
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关于Skohorod空间中Le Page级数的收敛性

On the convergence of Le Page series in Skohorod space

Youri Davydov, Clément Dombry

摘要:

我们考虑了所谓的Le Page级数在Skohorod空间$\bbD^d=\bbD([0,1],\bbR^d)$中的收敛性问题,并根据级数中所涉及的随机过程的增量的矩给出了一个简单的判别准则。这就提供了一个简单的充分条件,证明了在给定谱测度的情况下,$\bbD^d$上存在$α$ -稳定分布.

英文摘要:

We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $\bbD^d=\bbD([0,1],\bbR^d)$ and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an $α$-stable distribution on $\bbD^d$ with given spectral measure.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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