论文标题
几乎是周期性的固定过程
Almost periodic stationary processes
论文作者
论文摘要
我们为随机过程提供了几乎有限的尺寸分布的必要条件;特别是,我们获得了无限划分过程的特征,从其特征性三胞胎几乎是周期性的。此外,我们得出条件,当过程$(x_t)_ {t \ in \ r} $由随机积分$ x_t定义$ x_t:= \ int _ {\ r^d} f(t,t,s)dl(s)dl(s)$几乎是周期性的,并且几乎是周期性的,也几乎是周期性的。 l^1(\ r^d,\ r)\ cap l^2(\ r^d,\ r)$是确定性的,$ l $是lévy的基础。此外,我们讨论了几乎周期性的Ornstein-Uhlenbeck-type过程,并获得了$ m $依赖性过程的中心限制定理,这些过程几乎是周期性的有限尺寸分布。
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms of their characteristic triplets. Furthermore, we derive conditions when the process $(X_t)_{t\in\R}$ defined by the stochastic integral $X_t:= \int_{\R^d} f(t,s) dL(s)$ is almost periodic stationary and also when it is almost periodic in probability, where $f(t,\cdot)\in L^1(\R^d,\R)\cap L^2(\R^d,\R)$ is deterministic and $L$ is a Lévy basis. Moreover, we discuss almost periodic Ornstein-Uhlenbeck-type processes, and obtain a central limit theorem for $m$-dependent processes with almost periodic finite dimensional distributions.