On stable Markov processes

DOI10.1016/0304-4149(90)90052-TzbMath0692.60054MaRDI QIDQ583723

Gennady Samorodnitsky, Stamatis Cambanis, Robert J. Adler

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

moving averagescovariance functionsMarkov and weakly Markov stable processesstable conditional distributiontime changed Lévy processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

Related Items (8)

Stable mixed moving averages ⋮ On stochastic processes with linear conditional moments ⋮ On a characterization of processes by the independence of linear forms in a triangular system ⋮ Stationary max-stable processes with the Markov property ⋮ Self-similar processes with independent increments associated with Lévy and Bessel processes. ⋮ On stable Markov processes ⋮ Germ fields for harmonizable symmetric stable processes with rational spectral densities ⋮ Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent

Cites Work

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• On a Criterion for Gaussian Random Processes to Be Markovian
• Linear Problems in Linear Problems inpth Order and Stable Processes
• A characterization of Gaussian processes that are Markovian
• A representation theorem for symmetric stable processes and stable measures on H

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