Maharam extension and stationary stable processes

DOI10.1214/11-AOP671zbMATH Open1255.60077arXiv1001.0638MaRDI QIDQ428154FDOQ428154

Emmanuel Roy

Publication date: 19 June 2012

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

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.

Full work available at URL: https://arxiv.org/abs/1001.0638

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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)

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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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