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On A Class of Infinitely Divisible Processes Represented as Mixtures of Gaussian Processes

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Stable Processes and Related Topics

Part of the book series: Progress in Probabilty ((PRPR,volume 25))

Abstract

Variance mixtures of the normal distribution with infinitely divisible mixing measures and a class G of stochastic processes, which naturally arises from such distributions, are studied.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Tennessee, Knoxville, TN, 37996-1300, USA

    Jan Rosinski

Authors
  1. Jan Rosinski
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Editor information

Editors and Affiliations

  1. Department of Statistics, University of North Carolina, Chapel Hill, NC, 27599, USA

    Stamatis Cambanis

  2. Engineering Theory Center, Cornell University, Ithaca, NY, 14853, USA

    Gennady Samorodnitsky

  3. Department of Mathematics, Boston University, 111 Cummington Street, Boston, MA, 02215, USA

    Murad S. Taqqu

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© 1991 Birkhäuser Boston

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Rosinski, J. (1991). On A Class of Infinitely Divisible Processes Represented as Mixtures of Gaussian Processes. In: Cambanis, S., Samorodnitsky, G., Taqqu, M.S. (eds) Stable Processes and Related Topics. Progress in Probabilty, vol 25. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-6778-9_2

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  • DOI: https://doi.org/10.1007/978-1-4684-6778-9_2

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4684-6780-2

  • Online ISBN: 978-1-4684-6778-9

  • eBook Packages: Springer Book Archive

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