On the structure of stationary stable processes
From MaRDI portal
Publication:1902946
DOI10.1214/aop/1176988178zbMath0836.60038OpenAlexW2073894910MaRDI QIDQ1902946
Publication date: 22 April 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988178
ergodic theoryharmonizable processminimal representations of stable processesunique in distribution decomposition of stationary symmetric non-Gaussian stable processes
Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) General theory of stochastic processes (60G07) Random measures (60G57)
Related Items (65)
Decomposition of stationary \(\alpha\)-stable random fields. ⋮ Ruin probability with claims modeled by a stationary ergodic stable process. ⋮ The structure of self-similar stable mixed moving averages ⋮ Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ The Extremal Dependence Measure and Asymptotic Independence ⋮ Stable stationary processes related to cyclic flows. ⋮ Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. ⋮ Ergodic properties of Poissonian ID processes ⋮ Mixed‐Norm Spaces and Prediction of SαS Moving Averages ⋮ Nonminimal sets, their projections and integral representations of stable processes ⋮ Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes ⋮ Stable random fields, Patterson-Sullivan measures and extremal cocycle growth ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ The extremogram: a correlogram for extreme events ⋮ Invariance properties of random vectors and stochastic processes based on the zonoid concept ⋮ Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows ⋮ A minimal contrast estimator for the linear fractional stable motion ⋮ Symmetric stable processes on amenable groups ⋮ Spectral representations of sum- and max-stable processes ⋮ Lévy measures of infinitely divisible positive processes: examples and distributional identities ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Maharam extension and stationary stable processes ⋮ Simulation of Brown-Resnick processes ⋮ Stationary infinitely divisible processes ⋮ Can continuous-time stationary stable processes have discrete linear representations? ⋮ Measures of serial extremal dependence and their estimation ⋮ Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows ⋮ Long memory and self-similar processes ⋮ From infinite urn schemes to self-similar stable processes ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation ⋮ Nonsingular group actions and stationary S$\alpha $S random fields ⋮ Random-time isotropic fractional stable fields ⋮ Spectral tail processes and max-stable approximations of multivariate regularly varying time series ⋮ Stationary symmetric \(\alpha\)-stable discrete parameter random fields ⋮ Ergodic theory, abelian groups and point processes induced by stable random fields ⋮ Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations ⋮ Maxima of continuous-time stationary stable processes ⋮ Point processes associated with stationary stable processes ⋮ Multivariate operator-self-similar random fields ⋮ Ruin probability with certain stationary stable claims generated by conservative flows ⋮ On the association of sum- and max-stable processes ⋮ Estimation of the linear fractional stable motion ⋮ Some extensions of linear approximation and prediction problems for stationary processes ⋮ Stable limits for sums of dependent infinite variance random variables ⋮ A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤd-actions ⋮ On the structure and representations of max-stable processes ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Stable random fields, point processes and large deviations ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Identification of periodic and cyclic fractional stable motions ⋮ Correlation cascades, ergodic properties and long memory of infinitely divisible processes ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ Stable random fields indexed by finitely generated free groups ⋮ Group-theoretic dimension of stationary symmetric \(\alpha\)-stable random fields ⋮ Germ fields for harmonizable symmetric stable processes with rational spectral densities ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes ⋮ Decomposability for stable processes ⋮ Spectral criteria, SLLN's and a.s. convergence of series of stationary variables ⋮ Extremal theory for long range dependent infinitely divisible processes ⋮ Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions ⋮ Null flows, positive flows and the structure of stationary symmetric stable processes ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes ⋮ Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift
This page was built for publication: On the structure of stationary stable processes
