The Lamperti transformation is a powerful tool for studying nonstationary self-similar processes via associated station-ary generators. After having discussed how the Lamperti transformation offers a new perspective on the represen-tation of nonstationary self-similar processes, we propose here to enlarge its scope in two manners. First, we show that many kinds of broken self-similarity admit Lamperti coun-terparts which are weakened forms of stationarity: a promi-nent example is that of Discrete Scale Invariance (i.e., scale invariance for some preferred scaling factors only), which is the Lamperti image of cyclostationarity. Second, we in-troduce modified versions of the original Lamperti transfor-mation in order to stationarize other for...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
The Lamperti transformation of a self-similar process is a stationary process. In particular, the fr...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
International audienceScale-invariant processes, and hereafter processes with broken versions of thi...
The Lampertie transform establishes a one to one connection between stationary and self-similar proc...
Lamperti transformation is a known means to connect stationary processes andself-similar processes. ...
"In this paper we establish the uniqueness of the Lamperti transformation leading from self-similar ...
In physical situations, scale invariance holds only for a lim-ited range of scales. In this paper, o...
International audienceA definition of stochastic discrete scale invariance (DSI) is proposed and its...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
The Lamperti transformation of a self-similar process is a stationary process.In particular, the fra...
We consider two first passage problems for stable processes, not neces-sarily symmetric, in one dime...
The Lamperti transformation of a self-similar process is a strictly stationary process. In particula...
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
The Lamperti transformation of a self-similar process is a stationary process. In particular, the fr...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
International audienceScale-invariant processes, and hereafter processes with broken versions of thi...
The Lampertie transform establishes a one to one connection between stationary and self-similar proc...
Lamperti transformation is a known means to connect stationary processes andself-similar processes. ...
"In this paper we establish the uniqueness of the Lamperti transformation leading from self-similar ...
In physical situations, scale invariance holds only for a lim-ited range of scales. In this paper, o...
International audienceA definition of stochastic discrete scale invariance (DSI) is proposed and its...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
We define a new type of self-similarity for one-parameter families of stochastic processes, which ap...
The Lamperti transformation of a self-similar process is a stationary process.In particular, the fra...
We consider two first passage problems for stable processes, not neces-sarily symmetric, in one dime...
The Lamperti transformation of a self-similar process is a strictly stationary process. In particula...
International audienceThe Lamperti correspondence gives a prominent role to two random time changes:...
This work is concerned with the analysis of self-similar stochastic pro-cesses, where statistical se...
The Lamperti transformation of a self-similar process is a stationary process. In particular, the fr...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...