Spectral decomposition for operator self-similar processes and their generalized domains of attraction (Q1613653)

The paper considers operator-self-similar processes, i.e. processes \(\{X(t)\}_{t\geq 0}\) with values in \(R^k\) for which a linear operator \(D\) and nonrandom vectors \(\{d(t)\}_{t\geq 0}\) exist such that \(\{X(ct)\}_{t\geq 0}\overset {d} =\{c^DX(t)+d(t)\}_{t\geq 0}\) for each \(c>0\). The authors present spectral decomposition for such processes and discuss their generalized domain of attraction, i.e., rescaling by an invertible linear operator is allowed.