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| 具无穷可分分布的稳定线性过程 | |
| 引用本文： | 陈家鑫.具无穷可分分布的稳定线性过程[J].汕头大学学报(自然科学版),1996,11(2):1-7. |
| 作者姓名： | 陈家鑫 |
| 作者单位： | 汕头大学数学系 |
| 摘 要： | 本文研究系统噪声服从无穷可分分布的稳定线性过程，在简单的条件下，证明了该过程的边沿分布是无穷可分的，并给出边沿分布函数的解析表达式． |
| 关 键 词： | 稳定线性过程 无穷可分分布 几乎必然收敛 均方收敛 依分布收敛 Kolmogroff族 Fredholm方程 |
Stable linear processes with infinitely divisible distribution |
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| Chen Jiaxin.Stable linear processes with infinitely divisible distribution[J].Journal of Shantou University(Natural Science Edition),1996,11(2):1-7. | |
| Authors: | Chen Jiaxin |
| Abstract: | In this paper are considered the stable linear processes whose system noise satisfies the infinitely divisible distribution.Under some simple conditions, the infinitely divisibility is proved for the marginal distribution of this linear processes, then the analytic expressions are obtained for the marginal distribution function. |
| Keywords: | stable linear processes infinitely divisible distribution almost sure convergence convergence in the mean square convergence in distribution Kolmogroff's family Fredholm's equation |
| 本文献已被 CNKI 维普 等数据库收录！ | |