On uniqueness of the spectral representation of stable processes (Q1332406)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On uniqueness of the spectral representation of stable processes
scientific article

    Statements

    On uniqueness of the spectral representation of stable processes (English)
    0 references
    0 references
    29 January 1995
    0 references
    It is shown that any two spectral representations of a symmetric stable process may differ only by a change of variable and a parameter- independent multiplier. A characterization of stationary stable processes is also given.
    0 references
    0 references
    stationary processes
    0 references
    spectral representations
    0 references
    stable process
    0 references
    0 references