A characterization theorem for stable random measures

DOI10.1080/07362990008809669MaRDI QIDQ4949466zbMATH OpenOpenAlexFDO

Authors A. R. Soltani

Publication date 22 April 2002

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990008809669

zbMATH Keywords

spectral domainstable processstable random measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Review text

The paper derives a characterization of certain \(\alpha\)-stable random measures in terms of a vector measure \(F\) with values in \(L^\alpha(\mu)\) for some Borel measure \(\mu\) on the real line. In an interesting example the method is applied to present a specific spectral domain for periodically correlated second order sequences and certain periodically correlated stable processes.

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Cites work

• A characterization and moving average representation for stable harmonizable processes
• scientific article; zbMATH DE number 932659 (Why is no real title available?)
• On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
• On the spectral representation of symmetric stable processes
• Prediction of stable processes: Spectral and moving average representations
• The spectral representation of stable processes: Harmonizability and regularity

Cited in

(10)

• Chevet's theorem for stable processes. II
• Characteristic functions of random variables attracted to 1-stable laws
• Decomposition of stationary \(\alpha\)-stable random fields.
• A characterization of the Marchenko-Pastur probability measure
• Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
• Characterization of Multidimensional Stable Random Measures by Means of Vector Measures
• scientific article; zbMATH DE number 1282780 (Why is no real title available?)
• Regular variation and stability of random measures
• A representation for characteristic functionals of stable random measures with values in Sazonov spaces
• Finding generically stable measures

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