Stable processes with stationary increments parameterized by metric spaces (Q785420)

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Stable processes with stationary increments parameterized by metric spaces
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    Stable processes with stationary increments parameterized by metric spaces (English)
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    6 August 2020
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    The authors present a new family of stable processes indexed by metric spaces. They are special cases of a new family of set-indexed stable processes with Chenstov representation [\textit{N. N. Chentsov}, Teor. Veroyatn. Primen. 2, 281--282 (1957; Zbl 0082.13203)]. They derive a result on measure definite kernel [\textit{G. Robertson} and \textit{T. Steger}, Ergodic Theory Dyn. Syst. 18, No. 1, 247--253 (1998; Zbl 0966.22005)] which is of independent interest. Let \((M,d)\) be a metric space. The metric \(d\) is called a measure definite kernel if there exists a measure space \((E,\mathcal E, \mu)\) and a family of sets \(A_x\in \mathcal E\) for all \(x \in M,\) such that \(d(x,y)=\mu(A_x \Delta A_y)\) for all \(x,y \in M.\) A measure definite kernel as a metric is conditionally negative type but the converse is not true. A limit theorem for set-indexed process is proved.
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    Lévy Brownian field
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    set-indexed process
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    stable process
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    stationary increments
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    Chenstov representation
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    measure definite kernel
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