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Lévy-Baxter theorems for one class of non-Gaussian random fields - MaRDI portal

Lévy-Baxter theorems for one class of non-Gaussian random fields (Q2864769)

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scientific article; zbMATH DE number 6232852
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Lévy-Baxter theorems for one class of non-Gaussian random fields
scientific article; zbMATH DE number 6232852

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    26 November 2013
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    Lévy-Baxter theorem
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    vector with property \(K\)
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    fields with increments of class \(K\)
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    Lévy-Baxter theorems for one class of non-Gaussian random fields (English)
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    The authors prove a Lévy-type theorem for Baxter-type sums of vectors \((\xi , \eta)\in L^4 \times L^4\) with the following properties: \(E(\xi)=E(\eta)=0\) and \(E(\xi \pm \eta)^4 \leq 3(E(\xi \pm \eta)^2)^2\). They also suggest applications to parameter estimation of the unknown parameters within the covariance function of non-Gaussian random fields.
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