CHARACTERIZATIONS OF INFINITELY DIVISIBLE AND TYPE G PROCESSES

  • Kim, Joo-Mok (Department of Computational Applied Mathematics Semyung University)
  • Received : 1999.10.19
  • Published : 2000.02.28

Abstract

We generalize LePage-type representation of infinitely divisible processes and survey type G processes. Finally, we get integral representation and some inequality of processes of type G.

Keywords