Title of article :
Nonminimal sets, their projections and integral representations of stable processes
Author/Authors :
Vladas Pipiras، نويسنده , , Vladas، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
18
From page :
1285
To page :
1302
Abstract :
New criteria are provided for determining whether an integral representation of a stable process is minimal. These criteria are based on various nonminimal sets and their projections, and have several advantages over and shed light on already available criteria. In particular, they naturally lead from a nonminimal representation to the one which is minimal. Several known examples are considered to illustrate the main results. The general approach is also adapted to show that the so-called mixed moving averages have a minimal integral representation of the mixed moving average type.
Keywords :
Stable processes , Projections , Minimal integral representations , Nonminimal sets , Projective classes , Mixed moving averages
Journal title :
Stochastic Processes and their Applications
Serial Year :
2007
Journal title :
Stochastic Processes and their Applications
Record number :
1577914
Link To Document :
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