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On the determinism of the distributions of multiple Markov non-Gaussian symmetric stable processes

Published online by Cambridge University Press:  22 January 2016

Katsuya Kojo
Katsuya Kojo*
Affiliation:
Niihama National College of Technology, Niihama 792, Japan
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Abstract.

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Consider a non-Gaussian SαS process X = {X(t); t ∈ T} which is expressed as a canonical representation , and is continuous in probability. If X is n-ple Markov, then X has determinism of dimension n + 1. That is, any SαS process having the same (n + l)-dimensional distributions with X is identical in law with X.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 150 , June 1998 , pp. 177 - 196
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1998

References

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