Displaying similar documents to “On measure-preserving transformations and doubly stationary symmetric 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.

Remarks on Palm Measures

Donald Geman, Joseph Horowitz (1973)

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

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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.