On determinism of set-indexed S\(\alpha \)S-processes (Q2752182)
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scientific article; zbMATH DE number 1665477
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| English | On determinism of set-indexed S\(\alpha \)S-processes |
scientific article; zbMATH DE number 1665477 |
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14 November 2001
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stable process
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On determinism of set-indexed S\(\alpha \)S-processes (English)
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Let \(X=\{X(t) : t\in T\}\) and \(Z=\{Z(t) : t\in T\}\) be two stochastic processes. They are equivalent (in the sense of law) provided that for all \(n\geq 1\) and all \(t_1,\ldots,t_n\in T\) the random vectors \((X(t_1),\ldots,X(t_n))\) and \((Z(t_1),\ldots,Z(t_n))\) possess the same distribution. If \(X\) and \(Z\) are Gaussian, then, of course, it suffices to know this for \(n=2\), yet in general there is no integer \(n\geq 1\) yielding the equivalence of \(X\) and \(Z\) whenever all \(n\)-dimensional distributions of \(X\) and \(Z\) coincide. The aim of the present paper is to give some examples of set indexed \(\alpha\)-stable symmetric processes where the \(n\)-dimensional distributions for a suitable \(n\geq 2\) already determine the distribution of the corresponding process.NEWLINENEWLINEFor the entire collection see [Zbl 0964.00044].
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