Decomposition of stationary \(\alpha\)-stable random fields.

DOI10.1214/aop/1019160508zbMath1044.60039OpenAlexW1517043582MaRDI QIDQ1872169

Jan Rosiński

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1019160508

zbMATH Keywords

cocyclestochastic integral representationmixed moving averagenonsingular flowharmonizable random fieldstable random fields, stationarity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Stationary stochastic processes (60G10) Random measures (60G57) Stable stochastic processes (60G52)

Related Items (26)

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Cites Work

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• Stable mixed moving averages
• On uniqueness of the spectral representation of stable processes
• On the structure of stationary stable processes
• Darstellungssätze für Strömungen und Halbströmungen. II
• Infinitely divisible processes with interchangeable increments and random measures under convolution

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