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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 3, Pages 533–548
DOI: https://doi.org/10.4213/tvp93
(Mi tvp93)
 

This article is cited in 7 scientific papers (total in 7 papers)

Simple random measures and simple processes

A. Soltania, A. Parvardeh

a Kuwait University
References:
Abstract: A simple random measure is a finite sum of random measures with disjoint supports. A type of simple random measure which is induced by a multivariate random measure $(\Phi_1,\dots,\Phi_m)$ and measurable mappings $T_1,\dots,T_m$ is introduced and studied. Interestingly it gives rise to introducing a class of processes, called simple, that include stationary processes and discrete time periodically correlated processes. This study involves spectral domain and time domain characterizations and simulation. The role of spectral kernels in analysis of nonstationary processes is also discussed.
Keywords: random measure, simple random measure, simple processes, Cholesky decomposition, spectral kernel, spectral domain, time domain, simulation.
Received: 23.09.2000
Revised: 14.07.2003
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 3, Pages 448–462
DOI: https://doi.org/10.1137/S0040585X979186X
Bibliographic databases:
Language: English
Citation: A. Soltani, A. Parvardeh, “Simple random measures and simple processes”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 533–548; Theory Probab. Appl., 50:3 (2006), 448–462
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp93
  • https://www.mathnet.ru/eng/tvp/v50/i3/p533
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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