Integral-geometric construction of self-similar stable processes

DOI10.1017/S0027763000003627zbMath0757.60035OpenAlexW1606298186MaRDI QIDQ3988494

Shigeo Takenaka

Publication date: 28 June 1992

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000003627

zbMATH Keywords

fractional Brownian motionsself-similar processstationary incrementsintegral-geometric method

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Related Items

The structure of self-similar stable mixed moving averages ⋮ New classes of self-similar symmetric stable random fields ⋮ Asymptotic dependence of moving average type self-similar stable random Fields ⋮ Invariance principles for self-similar set-indexed random fields ⋮ Fractional ARIMA with stable innovations ⋮ Self-similar random fields and rescaled random balls models ⋮ Local scaling limits of Lévy driven fractional random fields ⋮ Ball throwing on spheres ⋮ Estimating self-similarity through complex variations ⋮ Random-time isotropic fractional stable fields ⋮ Anisotropic fractional Brownian random fields as white noise functionals ⋮ Power variations for fractional type infinitely divisible random fields ⋮ Stable processes with stationary increments parameterized by metric spaces

Cites Work

• Two classes of self-similar stable processes with stationary increments
• Sample path properties of self-similar processes with stationary increments
• Weighted sums of i.i.d. random variables attracted to integrals of stable processes
• A remark on self-similar processes with stationary increments
• Representation of Euclidean Random Field
• Infinite variance self-similar processes subordinate to a poisson measure
• Fractional Brownian Motions, Fractional Noises and Applications