Abstract:We study the growth properties of the family of i.i.d. random sequences, also known as discrete white noises, and of their continuous-domain generalization, the family of Lévy white noises. More precisely, we characterize the members of both families which are tempered-i.e., whose asymptotic growth is dominated by some polynomial-in terms of their moment properties. We recover the characterization of tempered Lévy white noises obtained by Robert Dalang and Thomas Humeau and provide a new proof of there fundame… Show more
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