Spectral decomposition for operator self-similar processes and their generalized domains of attraction

DOI10.1016/S0304-4149(99)00048-4zbMath0997.60013OpenAlexW1984440614MaRDI QIDQ1613653

Hans-Peter Scheffler, Mark M. Meerschaert

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00048-4

zbMATH Keywords

regular variationspectral decompositionoperator-self-similar processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18)

Related Items (2)

Exponents, symmetry groups and classification of operator fractional Brownian motions ⋮ Normalisers and centralisers of compact matrix groups. An elementary approach

Cites Work

• Spectral decomposition for generalized domains of attraction
• The structure of the exponents and symmetries of an operator stable measure
• Operator-self-similar stable processes
• Regular Variation in R k
• Operator-Self-Similar Processes in a Finite-Dimensional Space
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