Operator semi-self-similar processes and their space-scaling matrices

DOI10.1016/J.SPL.2005.09.018MaRDI QIDQ2496092zbMATH OpenOpenAlexFDO

Authors Tatsuhiko Saigo, Yozo Tamura

Publication date 30 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.09.018

zbMATH Keywords

exponent of semi-self-similarityoperator semistable distribution

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

Review text

The space-scaling matrices associated with semi-self-similar processes are investigated, as well as the existence of the exponent of semi-self-similarity.

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Cites work

• Criteria for recurrence and transience of semistable processes
• scientific article; zbMATH DE number 837326 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Operator self similar stochastic processes in \(R^ n\).
• Operator semistable probability measures on R^N
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Operator-self-similar stable processes
• Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
• Self-similar processes with independent increments
• Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes
• Semi-selfsimilar processes
• Semi-Stable Stochastic Processes

Cited in

(2)

• Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
• Operator self-similar processes on Banach spaces

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