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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Explicit Lp-norm estimates of infinitely divisible random vectors in Hilbert spaces with applications

Turner, Matthew D 01 May 2011 (has links)
I give explicit estimates of the Lp-norm of a mean zero infinitely divisible random vector taking values in a Hilbert space in terms of a certain mixture of the L2- and Lp-norms of the Levy measure. Using decoupling inequalities, the stochastic integral driven by an infinitely divisible random measure is defined. As a first application utilizing the Lp-norm estimates, computation of Ito Isomorphisms for different types of stochastic integrals are given. As a second application, I consider the discrete time signal-observation model in the presence of an alpha-stable noise environment. Formulation is given to compute the optimal linear estimate of the system state.

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