Self-Similar Stable Processes with Stationary Increments
作者： Norio Kôno , Makoto Maejima
DOI: 10.1007/978-1-4684-6778-9_13
关键词:
摘要: Let T be (-∞, ∞), [0, ∞) or 1]. A real- complex-valued stochastic process X = (X(t)) t∈T is said to H-self-similar (H-ss) if all finite-dimensional distributions of (X(ct)) and (c H X(t)) are the same for every c > 0 have stationary increments (si) (X(t + b) - X(b)) do not depend on b ∈ T. real-valued symmetric α-stable (SαS), < α ≤ 2, any linear combination \( \sum\nolimits_{k 1}^n {{a_k}} X\left( {{t_k}} \right)isS\alpha S\) SαS.
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