scientific article; zbMATH DE number 1494238
An S\(\alpha\)S (stands for symmetric \(\alpha\) stable) random field \(\{X(\mathbf t)\); \(\mathbf t \in \mathbb{R}^N\}\) is called a homogeneous Lévy field if i) \(X(\mathbf 0)=0\) and ii) \(\mathbf E[\exp iz(X(\mathbf t)-X(\mathbf s))]=\exp-(|\mathbf t - \mathbf s|)|z|^\alpha\). The Lévy-Chentsov field exists and is unique in the sense of probability law [see \textit{T. Mori}, Probab. Theory Relat. Fields 92, No. 1, 91-115 (1992; Zbl 0741.60040)]. The idea of the classical Chentsov's construction is that the Lévy field is considered as a set-indexed process and be embedded into the random measure \(\{Y\}\) on the space of hyper-planes; \(X(\mathbf t)\equiv Y(\{\) hyperplanes crossing the line segment \({\overline{\mathbf 0 \mathbf t}\} })\). Even in the Gaussian case (\(\alpha=2\)) or \(1\)-parameter case, the above construction does not warrant the regularity of sample paths. As in the Brownian motion case the random Fourier series is helpful for studying the path regularities, the author uses a kind of random series expansion of the Lévy field above and obtains: there exists a version which is càdlàg on any line starting from the origin \(\mathbf O\), and has jointly continuous local time if \(1\leq\alpha < 2\). And when \(\alpha N > 3\), the local time is continuously differentiable. For the entire collection see [Zbl 0939.00029].
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