Accessible Requires Authentication Published by De Gruyter December 1, 2011

LevyBaxter theorems for one class of non-Gaussian stochastic processes

Yury V. Kozachenko and Oleksandr Kurchenko
From the journal

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.

Received: 2010-09-09
Accepted: 2011-02-12
Published Online: 2011-December
Published in Print: 2011-December

de Gruyter 2011