Random-Time Isotropic Fractional Stable Fields

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 422
  • Download : 0
Generalizing both Substable Fractional Stable Motions (FSMs) and Indicator FSMs, we introduce alpha-stabilized subordination, a procedure which produces new FSMs (H-self-similar, stationary increment symmetric alpha-stable processes) from old ones. We extend these processes to isotropic stable fields which have stationary increments in the strong sense, i.e., processes which are invariant under Euclidean rigid motions of the multi-dimensional time parameter. We also prove a Stable Central Limit Theorem which provides an intuitive picture of alpha-stabilized subordination. Finally we show that alpha-stabilized subordination of Linear FSMs produces null-conservative FSMs, a class of FSMs introduced by Samorodnitsky (Ann. Probab. 33(5):1782-1803, 2005)
Publisher
SPRINGER/PLENUM PUBLISHERS
Issue Date
2014-06
Language
English
Article Type
Article
Citation

JOURNAL OF THEORETICAL PROBABILITY, v.27, no.2, pp.618 - 633

ISSN
0894-9840
DOI
10.1007/s10959-012-0433-4
URI
http://hdl.handle.net/10203/213192
Appears in Collection
MA-Journal Papers(저널논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0