论文标题
在冷气离散和Lévy白色噪声上
On Tempered Discrete and Lévy White Noises
论文作者
论文摘要
我们研究I.I.D.家族的生长特性随机序列,也称为离散的白色噪声及其连续域的概括,是莱维白色噪音的家族。更确切地说,我们表征了两个家庭的成员,这些成员在其瞬间性质方面都受到了调整。我们恢复了罗伯特·达兰(Robert Dalang)和托马斯·霍莫(Thomas Humeau)获得的钢化lévy白色噪声的表征,并提供了基本结果的新证明。我们的方法是基于离散和连续域白色噪声之间富有成果的联系。
We study the growth properties of the family of i.i.d. random sequences, also known as discrete white noises, and of their continuous-domain generalization, the family of Lévy white noises. More precisely, we characterize the members of both families which are tempered in terms of their moment properties. We recover the characterization of tempered Lévy white noises obtained by Robert Dalang and Thomas Humeau and provide a new proof of there fundamental result. Our approach is based on a fruitful connection between the discrete and continuous-domain white noises.