- Tytuł:
- Semi-additive functionals and cocycles in the context of self-similarity
- Autorzy:
-
Pipiras, Vladas
Taqqu, Murad - Powiązania:
- https://bibliotekanauki.pl/articles/729924.pdf
- Data publikacji:
- 2010
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
stable
self-similar processes with stationary increments
mixed moving averages
nonsingular flows
cocycles
semi-additive functionals - Opis:
- Kernel functions of stable, self-similar mixed moving averages are known to be related to nonsingular flows. We identify and examine here a new functional occuring in this relation and study its properties. To prove its existence, we develop a general result about semi-additive functionals related to cocycles. The functional we identify, is helpful when solving for the kernel function generated by a flow. Its presence also sheds light on the previous results on the subject.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2010, 30, 2; 149-177
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł