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Self-similar processと極限定理
作者: 前島 信
DOI:
10.11429/SUGAKU1947.40.19
关键词:
Mathematics
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参考文章
(41)
1.
Florin Avram, Murad S. Taqqu,
Weak Convergence of Moving Averages with Infinite Variance
Birkhäuser Boston.
pp. 399- 415 ,(1986) ,
10.1007/978-1-4615-8162-8_18
2.
Makoto Maejima,
SOJOURNS OF MULTIDIMENSIONAL GAUSSIAN PROCESSES WITH DEPENDENT COMPONENTS
The Yokohama mathematical journal = 横濱市立大學紀要. D部門, 数学.
,vol. 33, pp. 121- 130 ,(1985)
3.
Gisiro Maruyama,
Nonlinear functionals of gaussian stationary processes and their applications
Springer, Berlin, Heidelberg.
pp. 375- 378 ,(1976) ,
10.1007/BFB0077503
4.
Norio Kôno,
Approximate upper functions of Gaussian processes
Journal of Mathematics of Kyoto University.
,vol. 23, pp. 195- 209 ,(1983) ,
10.1215/KJM/1250521615
5.
M. Rosenblatt,
Independence and Dependence
Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, Volume 2: Contributions to Probability Theory.
,(1961)
6.
Murad S. Taqqu,
Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete.
,vol. 40, pp. 203- 238 ,(1977) ,
10.1007/BF00736047
7.
Yuji Kasahara, Makoto Maejima,
Weighted sums of I.I.D. Random variables attracted to integrals of stable processes
Probability Theory and Related Fields.
,vol. 78, pp. 75- 96 ,(1988) ,
10.1007/BF00718037
8.
Stamatis Cambanis, A. Reza Soltani,
Prediction of stable processes: Spectral and moving average representations
Probability Theory and Related Fields.
,vol. 66, pp. 593- 612 ,(1984) ,
10.1007/BF00531892
9.
Wim Vervaat,
Sample Path Properties of Self-Similar Processes with Stationary Increments
Annals of Probability.
,vol. 13, pp. 1- 27 ,(1985) ,
10.1214/AOP/1176993063
10.
Stamatis Cambanis, Makoto Maejima, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,
Two classes of self-similar stable processes with stationary increments
Stochastic Processes and their Applications.
,vol. 32, pp. 305- 329 ,(1988) ,
10.1016/0304-4149(89)90082-3
来源期刊
数学
一般社団法人 日本数学会
1988 年,
Volume: 40, Issue: 1,
Page: 19-35
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