Harmonizable stable processes on groups: spectral, ergodic and interpolation properties

DOI10.1007/BF00535340zbMATH Open0537.60008OpenAlexW2029513249MaRDI QIDQ3322912FDOQ3322912

Authors: Aleksander Weron 

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535340

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• scientific article; zbMATH DE number 6742072

zbMATH Keywords

interpolation problemweak law of large numbersminimal processinterpolatorharmonizable stable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) General theory of stochastic processes (60G07)

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Cited In (16)

• Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model
• On the notion of minimality of a \(q\)-variate stationary sequence
• A characterization of mixing processes of type G
• Density of systems of trigonometric polynomials in \(L^p\), \(0<p<1\)
• On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
• Minimax interpolation of harmonizable sequences
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• On Minimality and Interpolation of Harmonizable Stable Processes
• A note on ergodic symmetric stable processes
• Stability of trigonometric approximation in \(L^p\) and applications to prediction theory
• Hilbert spaces formed by strongly harmonizable stable processes
• Symmetric stable processes on amenable groups
• On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems
• Laws of large numbers, spectral translates and sampling over LCA groups
• The spectral representation of stable processes: Harmonizability and regularity
• Ergodic properties of stationary stable processes

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