Series Representation of Time-Stable Stochastic Processes

zbMath1411.60073arXiv1504.02969MaRDI QIDQ4631982

Christoph Kopp, Ilya S. Molchanov

Publication date: 24 April 2019

Full work available at URL: https://arxiv.org/abs/1504.02969

zbMATH Keywords

point processLévy processinfinite divisibilityLePage seriestime-stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (5)

The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay ⋮ Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ Canonical spectral representation for exchangeable max-stable sequences

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