Abstract:
We prove the almost sure convergence in the sense of Schwartz distributions of certain random series. This result is useful to construct some type of fractional random fields. These series resemble the Karhunen-Loéve expansions. © 2005 Elsevier B.V. All rights reserved.
Registro:
Documento: |
Artículo
|
Título: | On the a.s. convergence of certain random series to a fractional random field in D′(ℝd) |
Autor: | Medina, J.M.; Frías, B.C. |
Filiación: | Dpto. de Matemática and LIPSIRN, Universidad de Buenos Aires, FI-UBA, Libertad 1274, 1012 Buenos Aires, Argentina Universidad de Buenos Aires, LIPSIRN, CONICET, Libertad 1274, 1012 Buenos Aires, Argentina
|
Palabras clave: | Almost sure convergence; Fractional integrals; Fractional random fields; Karhunen-Loéve expansions; Long-range dependence; Schwartz distributions |
Año: | 2005
|
Volumen: | 74
|
Número: | 1
|
Página de inicio: | 39
|
Página de fin: | 49
|
DOI: |
http://dx.doi.org/10.1016/j.spl.2005.04.029 |
Título revista: | Statistics and Probability Letters
|
Título revista abreviado: | Stat. Probab. Lett.
|
ISSN: | 01677152
|
CODEN: | SPLTD
|
Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01677152_v74_n1_p39_Medina |
Referencias:
- Angulo, J.M., Ruiz-Medina, M.D., On the orthogonal representation of generalized random fields (1997) Statist. Probab. Lett., 31, pp. 145-153
- Anh, V.V., Angulo, J.M., Ruiz-Medina, M.D., Possible long range dependance in fractional random fields (1999) J. Statist. Plann. Inference, 80, pp. 95-110
- Beran, J., (1994) Statistics for Long-Memory Processes, , London, CRC, Boca Raton: Chapman & Hall
- Billingsley, P., (1968) Convergence of Probability Measures, , first ed. Wiley (Wiley series in probability and Mathematical Statics)
- Billingsley, P., (1994) Probability and Measure, , third ed. Wiley (Wiley series in probability and Mathematical Statics)
- Bojdecki, T., Gorostiza, L.G., Fractional Brownian motion via fractional Laplacian (1999) Statist. Probab. Lett., 44 (1), pp. 107-108
- Calderón, A.P., (1960) Integrales Singulares Y Sus Aplicaciones a Ecuaciones Diferenciales Hiperbolicas, Cursos Y Seminarios De Matemática, , Universidad de Buenos Aires, Fasc.3
- Calderón, A.P., (1976) Lecture Notes on Pseudo-Differential Operators and Elliptic Boundary Value Problems, , Instituto Argentino de Matemática, CONICET, Buenos Aires
- Kahane, (1985) Some Random Series of Functions, , Cambridge: Cambridge University Press
- Medina, J.M., Cernuschi Frías, B., A relationship between fractional integration and 1/ ω β processes (2002) Proceedings of the 2002 IEEE Inf. Theory Workshop, p. 205
- Meyer, Y.F., Sellan, M.S., Taqqu, Wavelets, genaralized white noise and fractional integration: The synthesis of fractional Brownian motion (1999) J. Fourier Anal. Appl., 5 (5)
- Reed, I.S., Lee, P.C., Truong, T.K., Spectral reperesentation of fractional Brownian motion in n dimensions and its properties (1995) IEEE Trans. Inform. Theory, 41 (5)
- Rozanov, Y., (1969) Probability Theory, , Berlin: Springer
- Stein, E.M., (1970) Singular Integrals and Differentiability Properties of Functions, , Princeton: Princeton University Press
- Stein, E.M., Weiss, G., (1970) Introduction to Fourier Analysis on Euclidean Spaces, , Princeton: Princeton University Press
- Taylor, R.L., Stochastic convergence of weighted sums of random elements in linear spaces (1978) Lecture Notes in Mathematics, 672. , Springer, Berlin
Citas:
---------- APA ----------
Medina, J.M. & Frías, B.C.
(2005)
. On the a.s. convergence of certain random series to a fractional random field in D′(ℝd). Statistics and Probability Letters, 74(1), 39-49.
http://dx.doi.org/10.1016/j.spl.2005.04.029---------- CHICAGO ----------
Medina, J.M., Frías, B.C.
"On the a.s. convergence of certain random series to a fractional random field in D′(ℝd)"
. Statistics and Probability Letters 74, no. 1
(2005) : 39-49.
http://dx.doi.org/10.1016/j.spl.2005.04.029---------- MLA ----------
Medina, J.M., Frías, B.C.
"On the a.s. convergence of certain random series to a fractional random field in D′(ℝd)"
. Statistics and Probability Letters, vol. 74, no. 1, 2005, pp. 39-49.
http://dx.doi.org/10.1016/j.spl.2005.04.029---------- VANCOUVER ----------
Medina, J.M., Frías, B.C. On the a.s. convergence of certain random series to a fractional random field in D′(ℝd). Stat. Probab. Lett. 2005;74(1):39-49.
http://dx.doi.org/10.1016/j.spl.2005.04.029