On uniqueness of the spectral representation of stable processes (Q1332406)
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English | On uniqueness of the spectral representation of stable processes |
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On uniqueness of the spectral representation of stable processes (English)
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29 January 1995
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It is shown that any two spectral representations of a symmetric stable process may differ only by a change of variable and a parameter- independent multiplier. A characterization of stationary stable processes is also given.
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stationary processes
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spectral representations
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stable process
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