대한수학회논문집 (Communications of the Korean Mathematical Society)

  • 제12권3호
  • /
  • Pages.725-741
  • /
  • 1997
  • /
  • 1225-1763(pISSN)
  • /
  • 2234-3024(eISSN)
대한수학회 (Korean Mathematical Society)
권호 표지

PROBABILITY INEQUALITIES FOR PRODUCT OF SYMMETRIZED POISSON PROCESSES AND THEIR APPLICATIONS

  • 발행 : 1997.07.01
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초록

This paper considers the problem of deriving exponential probability inequalities for product symmetric Poisson processes. As an application they are used to show the existence of regular version of some product process derived from L$\acute{e}$vy process.

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참고문헌

  1. Ann. Prob. v.12 On the cadlaguity of random measures R. J. Adler;P. D. Feigin
  2. Ann. Prob. v.2 A uniform limit theorems for set-indexed partial sum process with finite variance K. Alexander;R. Pyke
  3. Z. Wahrsch verw. Gebiete v.66 The existence of set-indexed Levy processes R. F. Bass;R. Pyke
  4. Stochastic Processes and their Applications v.24 A central limit theorem for D(A)-valued processes R. F. Bass;R. Pyke
  5. Ann. Math. Statist v.42 A bound on tail probabilities for quadratic forms in independent random variables D. L. Hanson;F. T. Wright
  6. Comm. Korean Math. Soc. v.10 Probability inequalities for product of independent Poisson processes J. Kwon
  7. Proceedings of Athens conference on Applied Probability and Time Series Vol. Ⅰ v.114 Probability bounds for Poisson processes, LNS-Series J. Kwon;R. Pyke;C. C. Heyde(ed.);Yu V. Prohorov(ed.);R. Pyke(ed.);S. T. Rachev
  8. Bounds on tail probabilities for U-statistics and product empiricals M. Ossiander
  9. Probability in Mathematics and Statistics: A century's predictor of future directions R. Pyke