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Publication Date:
December 2011
ISSN:
1569-397X
DOI:
10.1515/ROSE.2011.018

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Editor-in-Chief: Girko, Vyacheslav

Managing Editor: Molchanov, S.

null Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Evstigneev, Igor / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F.

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LevyBaxter theorems for one class of non-Gaussian stochastic processes

1Mechanics and Mathematics Faculty, Kyiv National University, Kyiv 01033, Ukraine.

Citation Information: Random Operators and Stochastic Equations. Volume 19, Issue 4, Pages 313–326, ISSN (Online) 1569-397x, ISSN (Print) 0926-6364, DOI: 10.1515/ROSE.2011.018, December 2011

Publication History:

Received: 09/09/2010;
Accepted: 12/02/2011;
Published Online: 01/03/2012

Abstract

The theorems of Baxter type were established for a class of random processes with K-increments. The obtained results can be used in the statistics of random processes, in particular for obtaining sufficient conditions of singularity of measures generated by random processes. This study was focused on the LevyBaxter limit theorems for random processes. A new class of random processes was created. This method of investigation can be used to establish the Baxter type theorems for random fields.

Keywords.: LevyBaxter limit theorem; non-Gaussian stochastic processes; processes with K-increments

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