FUNCTIONAL LAW FOR SOME INFINITE-DIMENSIO NAL PROCESSES GENERATED BY DISCRETE SPECTRUM OPERATORS

Authors
Citation
G. Stoica, FUNCTIONAL LAW FOR SOME INFINITE-DIMENSIO NAL PROCESSES GENERATED BY DISCRETE SPECTRUM OPERATORS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 322(8), 1996, pp. 769-772
Citations number
5
Categorie Soggetti
Mathematics, General",Mathematics
ISSN journal
07644442
Volume
322
Issue
8
Year of publication
1996
Pages
769 - 772
Database
ISI
SICI code
0764-4442(1996)322:8<769:FLFSIN>2.0.ZU;2-K
Abstract
We obtain a log-type (non iterated) functional law for some infinite d imensional processes generated by unbounded operators with discrete sp ectrum. This law typically applies to the Ornstein-Uhlenbeck processes ; the methodology we use in the proof allow us a unitary treatment of the asymptotyic study of different examples of such processes.