Criteria for the regularity of the sample functions of weakly harmonizable processes

DOI10.1016/0167-7152(94)90066-3MaRDI QIDQ1324587zbMATH OpenOpenAlexFDO

Authors Raymond Moché

Publication date 15 December 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90066-3

zbMATH Keywords

differentiabilitysample functions regularity propertiesspectral stochastic measureweakly harmonizable processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Sample path properties (60G17)

Review text

The author is interested to leave the differentiability in norm study to deal with the differentiability (in the ordinary sense) of the sample paths of weakly harmonizable processes. The main result is the following theorem: Let \(X\) be any separable measurable weakly harmonizable process. If the function \(x^{r+1}\), \(r\in \mathbb{N}\), is \(\mu_ x\)-integrable, then the almost every sample function of \(X\) is of class \(\mathbb{C}^ r\) on \(\mathbb{R}\). The proof of this theorem is based on results of \textit{N. Kôno} [J. Math. Kyoto Univ. 19, 413-433 (1979; Zbl 0427.60036)] and the fact that every weakly harmonizable process has a continuous stationary dilatation, i.e. is the projection of some continuous process. In the last section some examples are given. From these we mention here the following: If the spectral stochastic measure \(\mu_ x\) of a separable measurable weakly harmonizable process is rapidly decreasing, almost every sample path of \(X\) is of class \(\mathbb{C}^ \infty\) on \(\mathbb{R}\).

Recommendations

• Regularity of harmonic functions for a class of singular stable-like processes
• Strongly and weakly harmonizable stochastic processes of H-valued random variables
• Special Classes of Weakly Operator Harmonizable Stochastic Processes of Regular Type
• The spectral representation of stable processes: Harmonizability and regularity
• scientific article; zbMATH DE number 219286
• Necessary and sufficient conditions for sample continuity of random Fourier series and of harmonic infinitely divisible processes

Cites work

• A remark on Garsia's integral test about sample continuity of \(L_2\)- processes
• Harmonizable processes: Structure theory
• scientific article; zbMATH DE number 3123502 (Why is no real title available?)
• scientific article; zbMATH DE number 3549891 (Why is no real title available?)
• scientific article; zbMATH DE number 3222421 (Why is no real title available?)
• On orthogonally scattered dilations of bounded vector measures

Cited in

(2)

• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
• Path regularity and regularity in mean of first order processes

This page was built for publication: Criteria for the regularity of the sample functions of weakly harmonizable processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1324587)