Dilated fractional stable motions

DOI10.1023/B:JOTP.0000020475.95139.37zbMATH Open1055.60041OpenAlexW2043928794MaRDI QIDQ1827461FDOQ1827461

Authors Vladas Pipiras, Murad S. Taqqu

Publication date 6 August 2004

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

Full work available at URL https://doi.org/10.1023/b:jotp.0000020475.95139.37

zbMATH Keywords

uniquenessflowsdilated fractional stable motionsrandom wavelet expansionself-similar processes with stable incrementsthe telecom process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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Cited in

(15)

• Tempered fractional multistable motion and tempered multifractional stable motion
• Path properties of dilatively stable processes and singularity of their distributions
• On the joint statistics of stable random processes
• Small and large scale asymptotics of some Lévy stochastic integrals
• A Poisson bridge between fractional Brownian motion and stable Lévy motion
• Indicator fractional stable motions
• An integral representation of dilatively stable processes with independent increments
• The structure of self-similar stable mixed moving averages
• Dilatively semistable stochastic processes
• Identification of periodic and cyclic fractional stable motions
• GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
• Fractional motions
• Dilatively stable stochastic processes and aggregate similarity
• Tempered fractional stable motion
• Random-time isotropic fractional stable fields

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