Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155445 | Stochastic Processes and their Applications | 2016 | 24 Pages |
Abstract
Intrinsic location functional is a large class of random locations closely related to stationary processes. In this paper the author firstly identifies a subclass of intrinsic location functional and proves that it characterizes stationary increment processes. Then a generalization of intrinsic location functional is introduced and its relationship with intrinsic location functional is discussed. Finally we develop representation results using ordered random sets and piecewise linear functions. It is proved that each random location corresponds to the maximal element in a random set according to certain order, and the locations change in a specific way when the path is translated.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yi Shen,