Sample path properties of self-similar processes with stationary increments
DOI10.1214/AOP/1176993063zbMATH Open0555.60025OpenAlexW1972005614MaRDI QIDQ760709FDOQ760709
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993063
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self-similaritystationary incrementslocally bounded variationcomposition of independent processessubordination of random measures to point processes
Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stationary stochastic processes (60G10) Random measures (60G57) Special processes (60K99) Sample path properties (60G17)
Cited In (43)
- Integer Cantor sets and an order-two ergodic theorem
- Self-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distribution
- Alternative forms of fractional Brownian motion
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
- AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
- Integral-geometric construction of self-similar stable processes
- Self‐Similar Random Measures III – Self‐Similar Random Processes
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
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- A unified approach to self-normalized block sampling
- Self-Affine Processes and the Ergodic Theorem
- Path Properties of Dilatively Stable Processes and Singularity of Their Distributions
- The linear stochastic heat equation with Hermite noise
- Convergence in law to operator fractional Brownian motions
- Ruin probability with claims modeled by a stationary ergodic stable process.
- A self-similar process with nowhere bounded sample paths
- Path properties of a class of locally asymptotically self similar processes
- Sample path properties of ergodic self-similar processes
- On sampling of stationary increment processes
- A note on operator self-similar Gaussian vector fields
- Log-fractional stable processes
- On extremal theory for self-similar processes
- Possible sample paths of self-similar \(\alpha\)-stable processes
- Characterization of linear and harmonizable fractional stable motions
- A class of self-similar random measure
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
- Some results about the sample path properties of Markov processes with independent self-similar components
- On discrete-time self-similar processes with stationary increments
- Remembering Wim Vervaat
- Marginal distributions of self-similar processes with stationary increments
- From intersection local time to the Rosenblatt process
- Fractional differentiation in the self-affine case. I: Random functions
- On trees invariant under edge contraction
- On stable processes of bounded variation
- Dimension properties of sample paths of self-similar processes
- Two classes of self-similar stable processes with stationary increments
- Limit theorems for functionals of Gaussian vectors
- Random rewards, fractional Brownian local times and stable self-similar processes
- Sample path properties of Volterra processes
- Self-similar processes with stationary increments generated by point processes
- Sample path properties of the average generation of a Bellman-Harris process
- Stationary self-similar extremal processes
- A remark on self-similar processes with stationary increments
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