Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
권호 표지

H$\"{O}$LDER CONTINUITY OF H-SSSI S$\alpha$S PROCESSES

  • Kim, Joo-Mok (Department of Computational Applied Mathematics Semyung University)
  • Published : 2000.01.01
Download PDF
⟨ Previous Next ⟩

Abstract

Let {X(t) : t $\geq$B 0} be a Symmetric $\alpha$ Stable and H-Self-similar process with stationary increments. We examine a.s. Holder unboundedness of S$\alpha$S H-sssi Chentsov processes and H-sssi Chentsov fields for order ${\gamma}$>H. Finally, we prove a.s. Holder continuity of S$\alpha$S H-sssi processes with ergodic seating transformations for the case of H>1/$\alpha$.

Keywords

References

  1. Theory of Prob. and its Appl. v.2 Levy's Brownian motion of several parameters and generalized white noise N. N. Chentsov
  2. Simulation and chaotic begavior of α-stable stochastic processes A. Janicki;A. Werson
  3. Stochastic processes and their applications v.60 Fractional ARIMA with stable innovations P. S. Kokoszka;M. S. Taqqu
  4. The An-nals of Statistics v.24 Parameter Estimation for Infinite Variance Fractional ARIMA
  5. Progress in Probability v.25 Self-similar stable processes with statinary increments,In S. Cambanis, G. Samorodnitsky and M. S. Taqqu, eds, 'Stable Processes and Related Topics' N. Kono;M. Maejima
  6. The Annals of Probability v.16 no.4 Path properties of index-β stable fields J. P. Nolan
  7. Chapman and hall Stable Non-Gaussian random processes: Sto-chastic Models with Infinite Variance G. Samorodnitsky;M. S. Taqqu
  8. Osaka J. Math. v.26 Sample path properties of ergodic self-similar processes K. Takashima
  9. Nagoya Math. J. v.105 Representations of Euclidean random field S. Takenaka
  10. Nagoya Math. J. v.123 Integral-Geometric Construction of Self-similar stable processes
  11. In Dependence in Probability and statistics (E. Eberlein and M. S. Taqqu, eds.) A bibliographical guide to self-similar processes and long-range depen-dence M. S. Taqqu
  12. To appear in stochastic Models in 1997 Robustness of Whittle-type Estimators for Time Series with Long-Range Dependence M. S. Taqqu;V. Teverovsky
  13. In Stochastic Network: Theory and Applications A bibliographocal guide to Self-Similar Traffic and Performance Modeling for Modern High-Speed Net works W. Wilinger;M. S. Taqqu;A. Erramilli