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représentation de Lévy-Khinchine

Lévy-Khinchine representation

analyse économique - iate.europa.eu

Publications scientifiques

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Semi-stable probability measures on hilbert spaces... We characterize them in terms of their Lévy-Khinchine measure and the exponent 0Semi-stable probability measure stable probability measures infinitely divisible characteristic functional weak distribution canonical normal distribution Lévy-Khinchine representation

général - core.ac.uk - PDF: www.sciencedirect.com

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A differential version of the efron-stein inequality: bounding the variance of a function of an infinitely divisible variable...given.Efron-Stein inequality infinite divisibility jackknife Lévy-Khinchine representation Poincare inequality Sobolev inequality symmetric statistics Wirtinger inequality

général - core.ac.uk - PDF: www.sciencedirect.com

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Stochastic processes with independent increments, taking values in a hilbert space...derived.Separable Hilbert space independent increments stochastic continuity Lévy-Khinchine representation Kolmogorov representation decomposition Gaussian process

général - core.ac.uk - PDF: www.sciencedirect.com

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Representation of certain infinitely divisible probability measures on banach spaces...measures.Sums of random variables weak convergence of probability measures characteristic functional Lévy-Khinchine representation Hilbert space cocycle function

général - core.ac.uk - PDF: www.sciencedirect.com