Displaying similar documents to “Chaotic behavior of infinitely divisible processes”

Disjointness results for some classes of stable processes

Michael Hernández, Christian Houdré (1993)

Studia Mathematica

Similarity:

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.

Moments of some random functionals

K. Urbanik (1997)

Colloquium Mathematicum

Similarity:

The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals ∫ 0 ∞ f ( X ( τ , ω ) ) d τ for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.

Long memory and self-similar processes

Gennady Samorodnitsky (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

Similarity:

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.