Displaying similar documents to “A remark on disjointness results for stable processes”

Disjointness results for some classes of stable processes

Michael Hernández, Christian Houdré (1993)

Studia Mathematica

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We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.

Long memory and self-similar processes

Gennady Samorodnitsky (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

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This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-tailed cases.

Chaotic behavior of infinitely divisible processes

S. Cambanis, K. Podgórski, A. Weron (1995)

Studia Mathematica

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The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.

Generalized tempered stable processes

Jan Rosiński, Jennifer L. Sinclair (2010)

Banach Center Publications

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This work introduces the class of generalized tempered stable processes which encompass variations on tempered stable processes that have been introduced in the field, including "modified tempered stable processes", "layered stable processes", and "Lamperti stable processes". Short and long time behavior of GTS Lévy processes is characterized and the absolute continuity of GTS processes with respect to the underlying stable processes is established. Series representations of GTS Lévy...

Limit theory for some positive stationary processes with infinite mean

Jon Aaronson, Roland Zweimüller (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.