A self-similar process with nowhere bounded sample paths

DOI10.1007/BF00534998zbMATH Open0506.60047OpenAlexW2071658390MaRDI QIDQ4743517FDOQ4743517

Authors: M. 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/bf00534998

zbMATH Keywords

self-similar processstable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic processes (60G99)

Cites Work

• Sample path properties of self-similar processes with stationary increments
• A limit theorem related to a new class of self similar processes
• On a class of self-similar processes
• Title not available (Why is that?)
• Infinite variance self-similar processes subordinate to a poisson measure

Cited In (15)

• Linear fractional stable sheets: Wavelet expansion and sample path properties
• Joint continuity of the local times of linear fractional stable sheets
• Weighted sums of i.i.d. random variables attracted to integrals of stable processes
• Maximal moments and uniform modulus of continuity for stable random fields
• Properties of strong local nondeterminism and local times of stable random fields
• Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions
• Ruin probability with claims modeled by a stationary ergodic stable process.
• Local and asymptotic properties of linear fractional stable sheets
• The asymptotic dependence structure of the linear fractional Lévy motion
• Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes
• Path properties of dilatively stable processes and singularity of their distributions
• Behaviour of linear multifractional stable motion: membership of a critical Hölder space
• Two classes of self-similar stable processes with stationary increments
• Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes
• Hausdorff and packing dimensions of the images of random fields

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