Operator-self-similar stable processes
An \(\mathbb{R}^ d\)-valued stochastic process \(X(t)\), \(t \geq 0\), is called operator-self-similar if it is continuous in law, and for every \(c>0\) there exist a linear operator \(B_ c\) and a vector \(v_ c \in \mathbb{R}^ d\) such that the processes \(X(ct)\) and \(B_ c X(t) + v_ c\) have the same finite-dimensional distributions. Imposing the additional restriction that \(B_ c = cI\) \((I = \) identity operator) we get as a particular case self-similar processes. The authors construct some examples of operator-self-similar and operator-stable processes. These are nontrivial extentions of those processes for \(d = 1\). The monograph ``Operator-limit distributions in probability theory by the reviewer and the second author (Wiley, 1993) gives full account of limit distributions for partial sums normalized by linear bounded operators. As particular case, operator-stable laws are studied.
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- Spectral decomposition for operator self-similar processes and their generalized domains of attraction
- Operator fractional Brownian motion and martingale differences
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- On multivariate fractional random fields: tempering and operator-stable laws
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- Self-similar processes with independent increments
- On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
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- scientific article; zbMATH DE number 3930021 (Why is no real title available?)
- Convergence in law to operator fractional Brownian motions
- Operator self-similar processes and functional central limit theorems
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- Multivariate operator-self-similar random fields
- Operator-stable-like processes
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- Complex-order scale-invariant operators and self-similar processes
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- A queueing model with ON/OFF sources: approximation and stationarity
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- On high-dimensional wavelet eigenanalysis
- Two-dimensional fractional Brownian motion: analysis in time and frequency domains
- Operator self-similar processes on Banach spaces
- A note on operator self-similar Gaussian vector fields
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