Identification of periodic and cyclic fractional stable motions

DOI10.1214/07-AIHP139zbMath1179.60028arXivmath/0405086MaRDI QIDQ731690

Murad S. Taqqu, Vladas Pipiras

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405086

zbMATH Keywords

self-similar processfractional stable motionsmixed moving averagesperiodic and cyclic flows

Mathematics Subject Classification ID

General groups of measure-preserving transformations (28D15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Cites Work

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• Ergodic theorems. With a supplement by Antoine Brunel
• On the spectral representation of symmetric stable processes
• Dilated fractional stable motions
• Decomposition of self-similar stable mixed moving averages
• The structure of self-similar stable mixed moving averages
• Stable stationary processes related to cyclic flows.
• On the structure of stationary stable processes
• Integral representations of periodic and cyclic fractional stable motions

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