Invariance properties of random vectors and stochastic processes based on the zonoid concept

@inproceedings{Molchanov2014InvariancePO,
  title={Invariance properties of random vectors and stochastic processes based on the zonoid concept},
  author={I. G. Molchanov and Michael Schmutz and Kaspar Stucki},
  year={2014}
}
Two integrable random vectors ξ and ξ* in IRd are said to be zonoid equivalent if, for each u∈IRd, the scalar products 〈ξ,u〉 and 〈ξ*,u〉 have the same first absolute moments. The paper analyses stochastic processes whose finite-dimensional distributions are zonoid equivalent with respect to time shift (zonoid stationarity) and permutation of time moments (swap-invariance). While the first concept is weaker than the stationarity, the second one is a weakening of the exchangeability property. It… CONTINUE READING

References

Publications referenced by this paper.

Similar Papers

Loading similar papers…