The existence of set-indexed L�vy processes

DOI10.1007/BF00531526zbMath0525.60079OpenAlexW2009843391MaRDI QIDQ3038338

Richard F. Bass, Ronald Pyke

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531526

zbMATH Keywords

metric entropyLevy processesmultiparameter processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Random measures (60G57) Markov processes (60J99)

Related Items (6)

Unnamed Item ⋮ An increment-type set-indexed Markov property ⋮ Growth rate of a two-parameter subordinator ⋮ Recurrent lines in two-parameter isotropic stable Lévy sheets ⋮ Hölder exponent for a two-parameter Lévy process ⋮ A central limit theorem for D(A)-valued processes

Cites Work

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• On the cadlaguity of random measures
• The space D(A) and weak convergence for set-indexed processes
• Central limit theorems for empirical measures
• Representations, decompositions and sample function continuity of random fields with independent increments
• Series of random processes without discontinuities of the second kind
• Metric entropy of some classes of sets with differentiable boundaries
• Completely random measures
• Sample functions of the Gaussian process
• Probability Inequalities for the Sum of Independent Random Variables
• A Representation of Independent Increment Processes without Gaussian Components

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