scientific article; zbMATH DE number 4133237

zbMATH Open0692.60041MaRDI QIDQ3034616FDOQ3034616

Authors Gennady Samorodnitsky, Murad S. Taqqu 

Publication date 1989

zbMATH Keywords

self-similar processesprocesses with stationary incrementsGaussian fractional Brownian motionfractional Lévy motions

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic processes (60G99)

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• New classes of self-similar symmetric stable random fields
• The asymptotic dependence structure of the linear fractional Lévy motion
• Characterization of linear and harmonizable fractional stable motions
• Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
• \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments

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