scientific article; zbMATH DE number 806335

zbMATH Open0835.60008MaRDI QIDQ4851876FDOQ4851876

Authors: Stamatis Cambanis, Krzysztof Podgórski, Aleksander Weron 

Publication date: 20 November 1995

Full work available at URL: https://eudml.org/doc/216202

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zbMATH Keywords

stationary processesinfinitely divisible processesstochastic representationergodicity and mixing

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) One-parameter continuous families of measure-preserving transformations (28D10)

Cited In (22)

• Codifference as a practical tool to measure interdependence
• Regularity of infinitely divisible processes
• Ergodic properties of random measures on stationary sequences of sets
• A class of non-Gaussian second order random fields
• Confined random motion with Laplace and Linnik statistics
• A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
• The modified Yule-Walker method for \(\alpha\)-stable time series models
• Modeling process asymmetries with Laplace moving average
• A characterization of mixing processes of type G
• Duality of fractional systems
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions
• Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
• Ergodic properties of Poissonian ID processes
• Ergodic properties of Lévy flights coexisting with subdiffusion and related models
• Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• Some mixing conditions for stationary symmetric stable stochastic processes
• Ergodic properties of anomalous diffusion processes
• Random spectral measure for non Gaussian moving averages
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes
• Ergodic properties of max-infinitely divisible processes
• Asymptotic theory for the detection of mixing in anomalous diffusion

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