Zobrazeno 1 - 10
of 25
pro vyhledávání: '"William N. Hudson"'
Autor:
Jerry Alan Veeh, William N. Hudson
Publikováno v:
Journal of Multivariate Analysis. 77:229-238
A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2639884c12d237a8cb345adcd9d29407
https://doi.org/10.1006/jmva.2000.1935
https://doi.org/10.1006/jmva.2000.1935
Publikováno v:
Journal of Theoretical Probability. 2:3-35
LetX,X 1,X 2,... be i.i.d. random vectors in ℝd. The limit laws μ that can arise by suitable affine normalizations of the partial sums,S n=X 1+...+X n, are calledoperator-stable laws. These laws are a natural extension to ℝ d of the stable laws
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::43883177eaef44baa33608bc1a083dd9
https://doi.org/10.1007/bf01048266
https://doi.org/10.1007/bf01048266
Publikováno v:
Journal of Multivariate Analysis. 18:32-45
Nonsingular limit distributions are determined for sequences of affine transformations of random vectors whose distributions are multivariate binomial. Each of these limit distributions is that of an affine transformation of a random vector having a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7408d24da3b7ac1a763c002ae62d59f3
https://doi.org/10.1016/0047-259x(86)90056-4
https://doi.org/10.1016/0047-259x(86)90056-4
Publikováno v:
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete. 58:285-297
Let Μ be a full operator-stable probability measure over a finite dimensional real inner product space V. Necessary and sufficient conditions are obtained for Μ to have independent univariate marginals with respect to some basis of V. These essenti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63fbad6eefcd192f3aa7b7433ff72613
https://doi.org/10.1007/bf00542636
https://doi.org/10.1007/bf00542636
Publikováno v:
Probability Theory and Related Fields. 82:9-17
The set of limit distributions of row sums of a triangular array of Bernoulli random variables which is strictly stationary and m-dependent in each row is characterized. Necessary and sufficient conditions for the convergence of the row sums to a giv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6f8af16d631c35b39c2964f9728bfab
https://doi.org/10.1007/bf00340009
https://doi.org/10.1007/bf00340009
Autor:
William N. Hudson, J. David Mason
Publikováno v:
Transactions of the American Mathematical Society. 273:281-297
A general representation for an operator-self-similar process is obtained and its class of exponents is characterized. It is shown that such a process is the limit in a certain sense of an operator-normed process and any limit of an operator-normed p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec797f43d82af7caec160bcb83ac6eda
https://doi.org/10.1090/s0002-9947-1982-0664042-7
https://doi.org/10.1090/s0002-9947-1982-0664042-7
Autor:
J.David Mason, William N. Hudson
Publikováno v:
Journal of Multivariate Analysis. 11(3):434-447
Sharpe investigated the structure of full operator-stable measures μ on a vector group V and obtained decompositions, μ = μ1 ∗ μ2 and V = V1 ⊕ V2, in terms of the Gaussian component μ1 and the Poisson component μ2. The subspaces V1 and V2 a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f05ae1dafa5375fb31026ba6d0cdae59
Autor:
J. David Mason, William N. Hudson
Publikováno v:
Proceedings of the American Mathematical Society. 55:395-399
Let X ( t ) , 0 ≦ t ≦ T X(t),0 \leqq t \leqq T , be an additive process, and let X n k {X_{nk}} be the k k th increment of X ( t ) X(t) associated with the partition Π n {\Pi _n} of [ 0 , T ] [0,T] . Assume | | Π n | | → 0 ||{\Pi _n}|| \to 0
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::020fceb52920b47dc45f89ff82c2224c
https://doi.org/10.1090/s0002-9939-1976-0405593-2
https://doi.org/10.1090/s0002-9939-1976-0405593-2
Autor:
William N. Hudson, Howard G. Tucker
Publikováno v:
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete. 32:65-72
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f638c76b02c1d19cb649bca68ec3c4cc
https://doi.org/10.1007/bf00533089
https://doi.org/10.1007/bf00533089
Publikováno v:
Journal of Multivariate Analysis. 24:1-10
Bounds on the norming operators for distributions in the domain of attraction of an operator-stable distribution are found. These bounds are used to establish the existence and nonexistence of moments of distributions in the domain of attraction of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef8a9b64379650c63b85932540267c4e
https://doi.org/10.1016/0047-259x(88)90097-8
https://doi.org/10.1016/0047-259x(88)90097-8