Maharam extension and stationary stable processes

DOI10.1214/11-AOP671MaRDI QIDQ428154zbMATH OpenFDO

Authors Emmanuel Roy

Publication date 19 June 2012

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.0638, https://projecteuclid.org/euclid.aop/1336136066

zbMATH Keywords

ergodic propertiesMaharam systemstable stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stable stochastic processes (60G52) Nonsingular (and infinite-measure preserving) transformations (37A40)

Abstract: We give a second look at stationary stable processes by interpreting the self-similar property at the level of the L'evy measure as characteristic of a Maharam system. This allows us to derive structural results and their ergodic consequences.

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• A Skew Product Entropy for Nonsingular Transformations
• Classes of mixing stable processes
• Ergodic properties of Poissonian ID processes
• Invariant measures and orbits of dissipative transformations
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• On the spectral representation of symmetric stable processes
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Cited in

(5)

• Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
• Stochastic integral representations and classification of sum- and max-infinitely divisible processes
• Extension of stationary stochastic processes
• Stable random fields indexed by finitely generated free groups
• Symmetric stable processes on amenable groups

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