Some Results on Symmetric Stable Distributions and Processes.
- 1 May 1977
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
For symmetric stable random variables, a condition equivalent to linear regression is obtained and moments of certain monomials are computed. For stochastic processes of random variables with p-th moments, p1, a function space approach is developed and applied to the system identification problem. Conditions for measurable modifications and for integrable or absolutely continuous sample paths are given.Keywords
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