On a class of self-similar processes

DOI10.1007/BF00538799zbMath0488.60004OpenAlexW2007169827MaRDI QIDQ3949703

Makoto Maejima

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf00538799

zbMATH Keywords

characteristic functionself-similar processesstable distributionstationary incrementsdomain of normal attractioninfinite variance self-similar process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Convergence of probability measures (60B10)

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Harmonic statistics ⋮ Marginal distributions of self-similar processes with stationary increments ⋮ Operator-self-similar stable processes ⋮ Weighted sums of i.i.d. random variables attracted to integrals of stable processes ⋮ Universal Poisson-process limits for general random walks ⋮ \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments ⋮ Tempered Hermite process ⋮ Dimension properties of sample paths of self-similar processes ⋮ Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ The Poisson aggregation process ⋮ A class of deterministic self-affine processes ⋮ Anomalous is ubiquitous ⋮ The multifractal nature of Volterra-Lévy processes ⋮ Fractional motions ⋮ A class of asymptotically self-similar stable processes with stationary increments ⋮ Two classes of self-similar stable processes with stationary increments ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES ⋮ Universal spectral densities: white and flicker noises ⋮ A self-similar process with nowhere bounded sample paths ⋮ On extremal theory for self-similar processes ⋮ Infinite variance self-similar processes subordinate to a poisson measure ⋮ The asymptotic dependence structure of the linear fractional Lévy motion

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