Integral-geometric construction of self-similar stable processes

DOI10.1017/S0027763000003627zbMath0757.60035MaRDI QIDQ3988494

Shigeo Takenaka

Publication date: 28 June 1992

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motions; self-similar process; stationary increments; integral-geometric method

Mathematics Subject Classification ID

60G18: Self-similar stochastic processes

Related Items

Asymptotic dependence of moving average type self-similar stable random Fields, Self-similar random fields and rescaled random balls models, Ball throwing on spheres, New classes of self-similar symmetric stable random fields, The structure of self-similar stable mixed moving averages, Fractional ARIMA with stable innovations, Estimating self-similarity through complex variations, Anisotropic fractional Brownian random fields as white noise functionals

Cites Work

• Two classes of self-similar stable processes with stationary increments
• Sample path properties of self-similar processes with stationary increments
• Weighted sums of i.i.d. random variables attracted to integrals of stable processes
• A remark on self-similar processes with stationary increments
• Representation of Euclidean Random Field
• Infinite variance self-similar processes subordinate to a poisson measure
• Fractional Brownian Motions, Fractional Noises and Applications