On stable Markov processes (Q583723): Difference between revisions

Necessary conditions in terms of covariance functions and covariation functions for symmetric \(\alpha\)-stable processes to be Markov are given. They are applied to some special symmetric \(\alpha\)-stable processes, such as moving averages, time changed Lévy processes, etc.

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zbMATH Keywords

Markov and weakly Markov stable processes

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stable conditional distribution

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covariance functions

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moving averages

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time changed Lévy processes

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reviewed by

Min-ping Qian

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MaRDI profile type

MaRDI publication profile

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cites work

On stable Markov processes

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On a Criterion for Gaussian Random Processes to Be Markovian

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Ergodic properties of stationary stable processes

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Innovations and Wold decompositions of stable sequences

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Q3350394

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Linear Problems in Linear Problems in<i>p</i>th Order and Stable Processes

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Prediction of stable processes: Spectral and moving average representations

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Q5538132

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On the spectral representation of symmetric stable processes

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Linear sample spaces and stable processes

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A representation theorem for symmetric stable processes and stable measures on H

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Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes

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A characterization of Gaussian processes that are Markovian

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Q3339835

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Q3334692

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Identifiers

zbMATH Open document ID

0692.60054

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DOI

10.1016/0304-4149(90)90052-T

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:583723

@@ Property / review text @@
+Necessary conditions in terms of covariance functions and covariation functions for symmetric \(\alpha\)-stable processes to be Markov are given. They are applied to some special symmetric \(\alpha\)-stable processes, such as moving averages, time changed Lévy processes, etc.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J25
@@ Property / Mathematics Subject Classification ID: 60J25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+4133250
@@ Property / zbMATH DE Number: 4133250 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov and weakly Markov stable processes
@@ Property / zbMATH Keywords: Markov and weakly Markov stable processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stable conditional distribution
@@ Property / zbMATH Keywords: stable conditional distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance functions
@@ Property / zbMATH Keywords: covariance functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moving averages
@@ Property / zbMATH Keywords: moving averages / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time changed Lévy processes
@@ Property / zbMATH Keywords: time changed Lévy processes / rank @@
+Normal rank
@@ Property / reviewed by @@
+Min-ping Qian
@@ Property / reviewed by: Min-ping Qian / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+On stable Markov processes
@@ Property / cites work: On stable Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+On a Criterion for Gaussian Random Processes to Be Markovian
+Normal rank
@@ Property / cites work @@
+Ergodic properties of stationary stable processes
@@ Property / cites work: Ergodic properties of stationary stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Innovations and Wold decompositions of stable sequences
+Normal rank
@@ Property / cites work @@
+Q3350394
@@ Property / cites work: Q3350394 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Problems in Linear Problems in<i>p</i>th Order and Stable Processes
+Normal rank
@@ Property / cites work @@
+Prediction of stable processes: Spectral and moving average representations
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+On the spectral representation of symmetric stable processes
+Normal rank
@@ Property / cites work @@
+Linear sample spaces and stable processes
@@ Property / cites work: Linear sample spaces and stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+A representation theorem for symmetric stable processes and stable measures on H
+Normal rank
@@ Property / cites work @@
+Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
+Normal rank
@@ Property / cites work @@
+A characterization of Gaussian processes that are Markovian
+Normal rank
@@ Property / cites work @@
+Q3339835
@@ Property / cites work: Q3339835 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3334692
@@ Property / cites work: Q3334692 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:583723