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Zapiski Nauchnykh Seminarov POMI, 1994, Volume 216, Pages 62–75 (Mi znsl5946)  

This article is cited in 3 scientific papers (total in 3 papers)

Increasing permutations of random processes

E. E. Zhukova

Saint Petersburg State University
Full-text PDF (473 kB) Citations (3)
Abstract: The paper concerns with the application of limit theorems to the study of increasing permutations of stable random processes. By an increasing permutation of a function a non-decreasing function with the same distribution is meant.
The trajectory of a random process may be approximated by a step-function, and then the continuity of the increasing permutation operator permits to apply the Skorohod invariance principle to obtain the distribution of the random process. The distribution function and the expected value of the increasing permutation of a stable random process are given explicitly. Also the one-dimensional distribution of the increasing permutation of the Cauchy process is obtained.
In various normed spaces the images of unit balls with respect to the operator of increasing permutation are determined. A separate section is devoted to the increasing permutations of higher dimensional processes. Bibliography: 5 titles.
Received: 11.11.1993
English version:
Journal of Mathematical Sciences (New York), 1998, Volume 88, Issue 1, Pages 43–52
DOI: https://doi.org/10.1007/BF02363261
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: E. E. Zhukova, “Increasing permutations of random processes”, Problems of the theory of probability distributions. Part 13, Zap. Nauchn. Sem. POMI, 216, Nauka, St. Petersburg, 1994, 62–75; J. Math. Sci. (New York), 88:1 (1998), 43–52
Citation in format AMSBIB
\Bibitem{Zhu94}
\by E.~E.~Zhukova
\paper Increasing permutations of random processes
\inbook Problems of the theory of probability distributions. Part~13
\serial Zap. Nauchn. Sem. POMI
\yr 1994
\vol 216
\pages 62--75
\publ Nauka
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5946}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1327266}
\zmath{https://zbmath.org/?q=an:0873.60022|0898.60042}
\transl
\jour J. Math. Sci. (New York)
\yr 1998
\vol 88
\issue 1
\pages 43--52
\crossref{https://doi.org/10.1007/BF02363261}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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