Oscillations of the random argument of a wiener process in the Skorokhod representation
β Scribed by A. I. Martikainen
- Publisher
- Springer US
- Year
- 1992
- Tongue
- English
- Weight
- 440 KB
- Volume
- 61
- Category
- Article
- ISSN
- 1573-8795
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper we present a characterization of those Wiener functionals that are the likelihood ratio for a 'signal plus independent noise' model. The characterization is expressed in terms of the representation of such functionals in a series of multiple Wiener integrals.
The Hausdor dimension of the set generated by exceptional oscillations of the uniform empirical process is studied. We correct a former result obtained by Deheuvels and Mason (1995, Ann. Probab. 23, 355 -387).
proved that for 0 \* 1 the set where W$(t) is a standard Wiener process. A corresponding result is obtained when W$ is replaced by a two-parameter Wiener process.