Point processes associated with stationary stable processes
Let \(\{X_n\}\) be a stationary symmetric \(\alpha\)-stable (\(\alpha\in (0,2)\)) process, i.e. the linear combinations \(\sum_{n=1}^k c_n X_n\) have, for all choices of \(k\) and real numbers \(c_1\),\dots,\(c_k\), a symmetric \(\alpha\)-stable distribution whose characteristic function is given by \(\varphi(\theta) =\exp\{-\sigma^{\alpha}| \theta| ^{\alpha}\}\). The scaling constant \(\sigma\) depends on \(k\) and the choice of \(c_1, \dots ,c_k\). The authors follow the notation of \textit{G. Samorodnitsky} and \textit{M. Taqqu} [``Stable non-Gaussian random processes (1994; Zbl 0925.60027)]. For a sequence of positive constants \(b_n\uparrow \infty\), consider a sequence of point processes \(N_n=\sum_{k=0}^{n-1} \delta_{b_n^{-1}X_k}\), \(n=1,2,\dots\), on \([-\infty, \infty]\setminus\{0\}\), \(\delta_x\) is the point mass at \(x\). Weak convergence in the space \({\mathcal M}\) of Radon measures on \([-\infty, \infty]\setminus\{0\}\) of sequences of point processes \(N_n\) is handled by extreme value techniques, see \textit{S. Resnik} [``Extreme values, regular variation, and point processes (1987; Zbl 0633.60001)]. For an independent and identically \(\alpha\)-stable distributed sequence \(\{X_k\}\) satisfying the condition \(P(| X_k| >\lambda) \sim C_{\alpha} \sigma^{\alpha}\lambda^{-\alpha}\) as \(\lambda \to \infty\), \(C_{\alpha}\in(0, \infty)\) (see Samorodnitsky and Taqqu, loc. cit.), it is well known that an acceptable choice of the scaling sequence is \(b_n=n^{1/\alpha}\) and in this case the sequence \(N_n\) converges weakly in the space \({\mathcal M}\) (with the vague topology) to a very particular Poisson random measure, whose intensity blows up near the origin (see Resnik, loc. cit.) It is natural that attention has been focused on removing the assumption of independence in the original process \(\{X_k\}\). The general sense of the obtained results was that if \(\{X_k\}\) is a stationary process with sufficiently weak dependence, then the sequence \(N_n\) still converges weakly, and with the same sequence of normalizing constants \(b_n=n^{1/\alpha}\), the limiting random measure is, typically, a cluster Poisson process, see \textit{R. Davis} and \textit{T. Hsing} [Ann. Probab. 23, 879--917 (1995; Zbl 0837.60017)]. The aim of this paper is to understand what may happen when the dependence in the process \(\{X_k\}\) is no longer weak or local. The article is organized as follows. In Section 2, background information and set up of the framework of our study are given. In Section 3 point processes corresponding to dissipative maps are studied; these turn out to be processes based on mixed moving averages. Section 4 considers the more intricate case where the stationary stable process is associated with a conservative map.
- Null flows, positive flows and the structure of stationary symmetric stable processes
- Classes of mixing stable processes
- Ergodic theory, abelian groups and point processes induced by stable random fields
- Stable stationary processes related to cyclic flows.
- scientific article; zbMATH DE number 1301889
- Convergence to a stable distribution via order statistics
- Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3582944 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1027990 (Why is no real title available?)
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- On the structure of stationary stable processes
- Point process and partial sum convergence for weakly dependent random variables with infinite variance
- Subadditive mean ergodic theorems
- Convergence of point processes with weakly dependent points
- On coupling of stochastic processes with embedded point processes
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
- Point-shift foliation of a point process
- Stable random fields indexed by finitely generated free groups
- Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent
- Maximal moments and uniform modulus of continuity for stable random fields
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises
- Self-stabilizing processes based on random signs
- Almost sure behavior of functionals of stationary Gibbs point processes
- On the statistical properties of a stationary process sampled by a stationary point process
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Null flows, positive flows and the structure of stationary symmetric stable processes
- Non-Gaussian semi-stable laws arising in sampling of finite point processes
- Point processes of non stationary sequences generated by sequential and random dynamical systems
- scientific article; zbMATH DE number 5811736 (Why is no real title available?)
- scientific article; zbMATH DE number 428067 (Why is no real title available?)
- Super-stable Poissonian structures
- A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular \(\mathbb{Z}^d\)-actions
- Stable random fields, point processes and large deviations
- Phase transition for extremes of a family of stationary multiple-stable processes
- When are increment-stationary random point sets stationary?
- Branching-stable point processes
- Ergodic theory, abelian groups and point processes induced by stable random fields
- Poisson point processes, excursions and stable processes in two-dimensional structures
This page was built for publication: Point processes associated with stationary stable processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485804)
