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Большой семинар кафедры теории вероятностей МГУ
26 сентября 2007 г. 16:45, г. Москва, ГЗ МГУ, ауд. 16-24
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Random Measures and Integrals
M. M. Rao University of California, Riverside, Department of Mathematics
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Эта страница: | 159 |
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Аннотация:
A random measure $Z$ is a vector-valued mapping from a $\delta$-ring to $L^p(P)$, $p>0$, and countable additivity is understood in terms of the range metric. Properties of $Z$ which need not have finite Vitali variation are considered. These include independent and/or orthogonal (if $p=2$) valued measures and their properties for shift invariant properties, and their integrals with a view to represent stochastic processes as integrals relative to such measures will be discussed. A few applications are included.
Язык доклада: английский
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