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A random measure algebra under convolution

Authors :
Jason Hong Jae Park
Source :
Journal of Statistical Theory and Practice. 10:768-779
Publication Year :
2016
Publisher :
Springer Science and Business Media LLC, 2016.

Abstract

In this article, a convolution of second-order random measures on a locally compact abelian groups is considered. A random measure is an analog of a stochastic process. With a newly defined (random) convolution, we construct a ring and a normed algebra of second-order random measures.

Details

ISSN :
15598616 and 15598608
Volume :
10
Database :
OpenAIRE
Journal :
Journal of Statistical Theory and Practice
Accession number :
edsair.doi...........6cfd4da5f593c2af9e3b6d0c8323bc04
Full Text :
https://doi.org/10.1080/15598608.2016.1224745