Random-time isotropic fractional stable fields (Q2248940)

From MaRDI portal
Revision as of 03:05, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Random-time isotropic fractional stable fields
scientific article

    Statements

    Random-time isotropic fractional stable fields (English)
    0 references
    27 June 2014
    0 references
    The paper presents a random kernel-type construction of self-similar symmetric \(\alpha\)-stable processes with stationary increments. This so-called \(\alpha\)-stabilized subordination generalizes former constructions of indicator fractional stable motions in [\textit{P. H. Jung}, Electron. Commun. Probab. 16, 165--173 (2011; Zbl 1231.60041)] and is justified by a stable limit theorem. The author presents examples and proves that random-time linear fractional stable motions are null-conservative.
    0 references
    fractional stable motion
    0 references
    self-similar process
    0 references
    stable field
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references