A computation of the Littlewood exponent of stochastic processes
1988 ◽
Vol 103
(2)
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pp. 367-370
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Keyword(s):
A stochastic process X = {X(t): t ∈ [0, 1]} on a probability space (Ω, , ℙ) is said to have finite expectation if the function defined on the measureable rectangles in Ω × [0, 1] byfor A ∈ and (s, t) ⊂ [0, 1] gives rise to a complex measure in each of its two coordinates (see [1], definition 1·1). Equivalently, X has finite expectation ifis finite. The function defined by (1), effectively a generalization of the Doléans measure (see e.g. [4] pp. 33–35), is extendible to a bona fide complex measure on Ω × [0, 1] if and only if its ‘total variation’
1950 ◽
Vol 46
(4)
◽
pp. 595-602
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2018 ◽
Vol 8
(8)
◽
pp. 2391
1958 ◽
Vol 10
◽
pp. 222-229
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Keyword(s):
2021 ◽