Distributions of selfsimilar and semi-selfsimilar processes with independent increments

DOI10.1016/S0167-7152(99)00184-4zbMath0955.60038OpenAlexW1997596497MaRDI QIDQ1977639

Makoto Maejima, Ken-iti Sato, Toshiro Watanabe

Publication date: 16 February 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00184-4

zbMATH Keywords

selfdecomposable distributionsemi-selfdecomposable distributionselfsimilar processsemi-selfsimilar process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18)

Related Items (12)

Exact Hausdorff measure on the boundary of a Galton-Watson tree ⋮ ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS ⋮ Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Infinite divisibility for stochastic processes and time change ⋮ Semi-stable processes on local fields ⋮ Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups ⋮ Parameter estimation of selfsimilarity exponents ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Fractional Integrals and Extensions of Selfdecomposability ⋮ Random integral representation of operator-semi-self-similar processes with independent incre\-ments. ⋮ On Lévy-Fréchet processes and related self-similar and semi-self-similar ones ⋮ On certain self-decomposable self-similar processes with independent increments

Cites Work

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• Brownian motion on the Sierpinski gasket
• Class L of multivariate distributions and its subclasses
• Semi-selfdecomposable distributions and a new class of limit theorems
• Semi-selfsimilar processes
• Processes of normal inverse Gaussian type
• Sample function behavior of increasing processes of class \(L\)
• Operator semi-selfdecomposability, \((C,Q)\)-decomposability and related nested classes
• Self-similar processes with independent increments
• A remark on self-similar processes with stationary increments
• Marginal distributions of self-similar processes with stationary increments

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