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

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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)

Cited In (12)

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

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