MAHARAM EXTENSION AND STATIONARY STABLE PROCESSES

• 成果类型: Article
• 署名作者: Roy, Emmanuel
• 署名单位: Universite Paris Cite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/11-AOP671
• 发表日期: 2012
• 页码: 1357-1374
• 关键词: transformations

摘要

We give a second look at stationary stable processes by interpreting the self-similar property at the level of the Levy measure as characteristic of a Maharam system. This allows us to derive structural results and their ergodic consequences.