RANDOM ARRAYS AND FUNCTIONALS WITH MULTIVARIATE ROTATIONAL SYMMETRIES

被引：3
|
作者：
KALLENBERG, O
机构：
[1] Department of Mathematics, Auburn University, Auburn, 36849-5310, AL
来源：
PROBABILITY THEORY AND RELATED FIELDS | 1995年 / 103卷 / 01期
关键词：
D O I：
10.1007/BF01199033
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Our aim is to extend Schoenberg's classical theorem to higher dimensions, by establishing representations of arbitrary separately or jointly rotatable continuous linear random functionals in terms of multiple Wiener-Ito integrals and their tenser products. This leads to similar representations for separately or jointly rotatable arrays, and for separately or jointly exchangeable or spreadable random sheets.
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页码：91 / 141
页数：51
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