Berman's integral for stable noise (Q1600626): Difference between revisions
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Latest revision as of 08:36, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berman's integral for stable noise |
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Berman's integral for stable noise (English)
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16 June 2002
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The authors consider a multidimensional integral introduced by \textit{S. M. Berman} [Ann. Math. Stat. 41, 1260-1272 (1970; Zbl 0204.50501)] in the analysis of local time for a stochastic process. Specializing to the case of a stable \((N, 1, \alpha)\) noise, \(1 < \alpha \leq 2\), and a particular assumption on the region of integration they give a proof for an upper bound of this integral and an algorithm for computation.
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Berman's integral
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stable noise
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local time theory
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random measure
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