کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157070 958924 2007 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
When is a linear combination of independent fBm's equivalent to a single fBm?
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
When is a linear combination of independent fBm's equivalent to a single fBm?
چکیده انگلیسی
We study and answer the question posed in the title. The answer is derived from some new necessary and sufficient conditions for equivalence of Gaussian processes with stationary increments and recent frequency domain results for the fBm. The result shows in particular precisely in which cases the local almost sure behaviour of a linear combination of independent fBm's is the same as that of a multiple of a single fBm.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 1, January 2007, Pages 57-70
نویسندگان
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