The spectral representation of stable processes: Harmonizability and regularity

DOI10.1007/BF01377623zbMath0673.60041OpenAlexW2022865238MaRDI QIDQ1120897

Andrzej Makagon, Vidyadhar Mandrekar

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01377623

zbMATH Keywords

moving average processesCramér-Wold decompositionstrongly harmonizable symmetric \(\alpha\)-stable processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Related Items (11)

Stable mixed moving averages ⋮ Stable processes: Moving averages versus Fourier transforms ⋮ On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes ⋮ Spectral representation of multivariate regularly varying Lévy and CARMA processes ⋮ Harmonizable stable fields: Regularity and Wold-type decompositions ⋮ Density in L2(Γ,μ) of Certain Families of Functions on LCA Groups Related to the Multi-Channel Sampling Problem ⋮ A characterization theorem for stable random measures ⋮ Spectral density estimation for symmetric stable p-adic processes ⋮ Local time for stable moving average processes: Hölder conditions ⋮ On the spectrum of correlation autoregressive sequences ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes

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