Stable processes with stationary increments parameterized by metric spaces

DOI10.1007/s10959-019-00912-1zbMath1467.60027arXiv1812.10746OpenAlexW2963304698WikidataQ127889107 ScholiaQ127889107MaRDI QIDQ785420

Yizao Wang, Zuopeng Fu

Publication date: 6 August 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.10746

zbMATH Keywords

stable processstationary incrementsset-indexed processChenstov representationLévy Brownian fieldmeasure definite kernel

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items

Unnamed Item ⋮ Simulations for Karlin random fields ⋮ Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• From infinite urn schemes to decompositions of self-similar Gaussian processes
• Self-similar random fields and rescaled random balls models
• Ball throwing on spheres
• On fractional fields indexed by metric spaces
• A set-indexed fractional Brownian motion
• Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
• A decomposition of the bifractional Brownian motion and some applications
• Lévy's Brownian motion as a set-indexed process and a related central limit theorem
• Strong local nondeterminism of spherical fractional Brownian motion
• Some singular sample path properties of a multiparameter fractional Brownian motion
• From infinite urn schemes to self-similar stable processes
• A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
• Extremes of spherical fractional Brownian motion
• A generalisation of the fractional Brownian field based on non-Euclidean norms
• Spherical and hyperbolic fractional Brownian motion
• Invariance principles for non-isotropic long memory random fields
• Stable random fields and geometry
• Random Fields on the Sphere
• Invariance principles for self-similar set-indexed random fields
• Stochastic and Integral Geometry
• Brownian motion parametrized with metric space of constant curvature
• Integral-geometric construction of self-similar stable processes
• Negative definite kernels and a dynamical characterization of property (T) for countable groups
• Crofton formulae and geodesic distance in hyperbolic spaces
• Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
• Manifold indexed fractional fields
• Recent Developments on Fractal Properties of Gaussian Random Fields
• Stable Non-Gaussian Self-Similar Processes with Stationary Increments
• Random Fields and Geometry
• The Multiparameter Fractional Brownian Motion
• On Some Problems Concerning Brownian Motion in Lévy’s Sense

This page was built for publication: Stable processes with stationary increments parameterized by metric spaces