A self-similar process with nowhere bounded sample paths

DOI10.1007/BF00534998zbMath0506.60047OpenAlexW2071658390MaRDI QIDQ4743517

Makoto Maejima

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534998

zbMATH Keywords

stable processself-similar process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Stochastic processes (60G99)

Related Items (14)

Ruin probability with claims modeled by a stationary ergodic stable process. ⋮ Weighted sums of i.i.d. random variables attracted to integrals of stable processes ⋮ Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ Local and asymptotic properties of linear fractional stable sheets ⋮ Behaviour of linear multifractional stable motion: membership of a critical Hölder space ⋮ Joint continuity of the local times of linear fractional stable sheets ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ Path Properties of Dilatively Stable Processes and Singularity of Their Distributions ⋮ Maximal moments and uniform modulus of continuity for stable random fields ⋮ Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions ⋮ Linear fractional stable sheets: Wavelet expansion and sample path properties ⋮ Two classes of self-similar stable processes with stationary increments ⋮ Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes ⋮ The asymptotic dependence structure of the linear fractional Lévy motion

Cites Work

• Unnamed Item
• Sample path properties of self-similar processes with stationary increments
• On a class of self-similar processes
• Infinite variance self-similar processes subordinate to a poisson measure
• A limit theorem related to a new class of self similar processes

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