Stable stationary processes related to cyclic flows.

DOI10.1214/009117904000000108zbMath1054.60056arXivmath/0410114OpenAlexW3100577987MaRDI QIDQ1879819

Murad S. Taqqu, Vladas Pipiras

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410114

zbMATH Keywords

flowscocyclesstable stationary processesperiodic and cyclic flows

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stable stochastic processes (60G52)

Related Items (12)

Ergodic properties of Poissonian ID processes ⋮ Nonminimal sets, their projections and integral representations of stable processes ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Random-time isotropic fractional stable fields ⋮ Stochastic properties of the linear multifractional stable motion ⋮ On the association of sum- and max-stable processes ⋮ On the structure and representations of max-stable processes ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Identification of periodic and cyclic fractional stable motions ⋮ Decomposability for stable processes ⋮ Null flows, positive flows and the structure of stationary symmetric stable processes ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes

Cites Work

• Ergodic theorems. With a supplement by Antoine Brunel
• On the spectral representation of symmetric stable processes
• Some mixing conditions for stationary symmetric stable stochastic processes
• Classes of mixing stable processes
• Decomposition of self-similar stable mixed moving averages
• Decomposition of stationary \(\alpha\)-stable random fields.
• The structure of self-similar stable mixed moving averages
• On the structure of stationary stable processes
• Borel Structure in Groups and Their Duals
• Quasi-Flows
• Measurable choice of limit points and the existence of separable and measurable processes
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