Return to search

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

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.

Identiferoai:union.ndltd.org:UTENN/oai:trace.tennessee.edu:utk_graddiss-2115
Date01 May 2011
CreatorsTurner, Matthew D
PublisherTrace: Tennessee Research and Creative Exchange
Source SetsUniversity of Tennessee Libraries
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceDoctoral Dissertations

Page generated in 0.0018 seconds