We show that a non-trivial continuous-time strictly -stable, ∈ (0; 2), stationary process cannot be repre-sented in distribution as a discrete linear process n=−∞ ft(n)n; t ∈R; where {ft}t∈R is a collection of deterministic functions and {n}n∈Z are independent strictly -stable random variables. Analogous results hold for self-similar strictly -stable processes and for strictly -stable processes with stationary increments. As a consequence, the usual wavelet decomposition of Gaussian self-similar pro-cesses cannot be extended to the -stable, ¡ 2 case
Abstract — We introduce a general distributional framework that results in a unifying description an...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
In this paper we extend the results of Meyn and Tweedie (1992b) from discrete-time parameter to cont...
AbstractLet 0<α⩽2 and let T⊆R. Let {X(t),t∈T} be a linear fractional α-stable (0<α⩽2) motion with sc...
We introduce a general distributional framework that results in a unifying description and character...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
We introduce a general distributional framework that results in a unifying description and character...
The aim of this paper is to present a result of discrete approximation of some class of stable self-...
Processes with stationary n-increments are known to be characterized by the stationarity of their co...
Abstract — We introduce a general distributional framework that results in a unifying description an...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
In this paper we extend the results of Meyn and Tweedie (1992b) from discrete-time parameter to cont...
AbstractLet 0<α⩽2 and let T⊆R. Let {X(t),t∈T} be a linear fractional α-stable (0<α⩽2) motion with sc...
We introduce a general distributional framework that results in a unifying description and character...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
We introduce a general distributional framework that results in a unifying description and character...
The aim of this paper is to present a result of discrete approximation of some class of stable self-...
Processes with stationary n-increments are known to be characterized by the stationarity of their co...
Abstract — We introduce a general distributional framework that results in a unifying description an...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
In this paper we extend the results of Meyn and Tweedie (1992b) from discrete-time parameter to cont...