On measurability of stochastic processes in products space
نویسندگان
چکیده
منابع مشابه
Multifractal Products of Stochastic Processes: a Preview
Motivated by the need for multifractal processes with stationary in crements we introduce a construction of random multifractal measures based on iterative multiplication of stationary stochastic processes We establish conditions for the L convergence and non degeneracy of the limit process in a general setting Proceeding then to multiply ing piecewise constant processes we proof continuity of ...
متن کاملSpace representation of stochastic processes with delay.
We show that a time series x(t) evolving by a nonlocal update rule x(t) =f (x(t-n),x(t-k)) with two different delays k < n can be mapped onto a local process in two dimensions with special time-delayed boundary conditions, provided that n and k are coprime. For certain stochastic update rules exhibiting a nonequilibrium phase transition, this mapping implies that the critical behavior does not ...
متن کاملthe impact of e-readiness on ec success in public sector in iran the impact of e-readiness on ec success in public sector in iran
acknowledge the importance of e-commerce to their countries and to survival of their businesses and in creating and encouraging an atmosphere for the wide adoption and success of e-commerce in the long term. the investment for implementing e-commerce in the public sector is one of the areas which is focused in government‘s action plan for cross-disciplinary it development and e-readiness in go...
Multifractal Products of Stochastic Processes: Fluid Flow Analysis
The consideration of multifractal properties in network tra c has become a well-known issue in network performance evaluation. We analyze the performance of a uid ow bu er fed by multifractal tra c described by Norros, Mannersalo and Riedi [1]. We describe speci c steps in uid ow analysis, both for nite and in nite bu er sizes, and point out how to overcome numerical problems. We discuss perfor...
متن کاملMultifractal products of stochastic processes: construction and some basic properties
In various fields, such as teletraffic and economics, measured times series have been reported to adhere to multifractal scaling. Classical cascading measures possess multifractal scaling, but their increments form a non-stationary process. To overcome this problem we introduce a construction of random multifractal measures based on iterative multiplication of stationary stochastic processes, a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Pacific Journal of Mathematics
سال: 1962
ISSN: 0030-8730,0030-8730
DOI: 10.2140/pjm.1962.12.113