Group self-similar stable processes in \(\mathbb R^d\)

DOI10.1023/B:JOTP.0000011997.14357.fdzbMath1038.60038OpenAlexW1974307013MaRDI QIDQ1426853

Jan Rosiński, Sławomir Kolodyński

Publication date: 15 March 2004

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jotp.0000011997.14357.fd

zbMATH Keywords

self-similaritygroup actioncocyclestable processesstochastic integral representation

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (11)

Some remarks on definitions of memory for stationary random processes and fields ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Lamperti-Type Theorems for Random Fields ⋮ Gaussian Fields Satisfying Simultaneous Operator Scaling Relations ⋮ Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Nonsingular group actions and stationary S$\alpha $S random fields ⋮ Multivariate operator-self-similar random fields ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes

This page was built for publication: Group self-similar stable processes in \(\mathbb R^d\)