کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4624037 1339530 2006 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A white noise approach to infinitely divisible distributions on Gel'fand triple
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
A white noise approach to infinitely divisible distributions on Gel'fand triple
چکیده انگلیسی

In this note, we apply white noise analysis to infinitely divisible distributions on a real Gel'fand triple E⊂H⊂E∗. We first introduce an index, called Hida index, for a measure on E⊂H⊂E∗. And then, under some mild conditions, we obtain a general inequality which indicates a connection between the Hida index of an infinitely divisible distribution on E⊂H⊂E∗ and that of its Lévy measure. Finally we prove that the Hida index of the standard compound Poisson distribution on E⊂H⊂E∗ is exactly 1.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 315, Issue 2, 15 March 2006, Pages 425-435