Recurrence-transience for self-similar additive processes associated with stable distributions (Q5937980)
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scientific article; zbMATH DE number 1621320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrence-transience for self-similar additive processes associated with stable distributions |
scientific article; zbMATH DE number 1621320 |
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Recurrence-transience for self-similar additive processes associated with stable distributions (English)
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14 March 2002
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The recurrence-transience problem for sample paths of a self-similar additive process \(\{X_t,t\geq 0\}\) such that \(X_1\) has a stable distribution \(\mu\) is considered. All possible stable distributions are discussed and a comparison to stable processes with independent and stationary increments is presented.
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sample path recurrence-transience problems
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self-similar random processes
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additive processes
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stable processes
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