Accession Number:

ADA055844

Title:

Some Path Properties of p-th Order and Symmetric Stable Processes.

Descriptive Note:

Interim rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1978-05-01

Pagination or Media Count:

23.0

Abstract:

Necessary and sufficient conditions are presented for the measurability of p-th order or symmetric stable stochastic processes and for the integrability or absolute continuity of sample paths of symmetric stable processes. A sub-Gaussian process has one of these three properties if and only if the corresponding Gaussian process has the same property. Also obtained are sufficient conditions for absolute continuity of p-th order processes. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE