Chaotic behavior of infinitely divisible processes
Studia Mathematica, Tome 115 (1995) no. 2, pp. 109-127
The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.
Keywords:
infinitely divisible process, ergodicity and mixing, stationary process, stochastic representation, Musielak-Orlicz space, hierarchy of chaos
@article{10_4064_sm_115_2_109_127,
author = {S. Cambanis and and },
title = {Chaotic behavior of infinitely divisible processes},
journal = {Studia Mathematica},
pages = {109--127},
year = {1995},
volume = {115},
number = {2},
doi = {10.4064/sm-115-2-109-127},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-115-2-109-127/}
}
TY - JOUR AU - S. Cambanis AU - AU - TI - Chaotic behavior of infinitely divisible processes JO - Studia Mathematica PY - 1995 SP - 109 EP - 127 VL - 115 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4064/sm-115-2-109-127/ DO - 10.4064/sm-115-2-109-127 LA - en ID - 10_4064_sm_115_2_109_127 ER -
S. Cambanis; ; . Chaotic behavior of infinitely divisible processes. Studia Mathematica, Tome 115 (1995) no. 2, pp. 109-127. doi: 10.4064/sm-115-2-109-127
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