ON THE STRUCTURE OF STATIONARY STABLE PROCESSES
成果类型：
Article
署名作者：
ROSINSKI, J
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988178
发表日期：
1995
页码：
1163-1187
关键词：
摘要：
A connection between structural studies of stationary non-Gaussian stable processes and the ergodic theory of nonsingular flows is established and exploited. Using this connection, a unique decomposition of a stationary stable process into three independent stationary parts is obtained. It is shown that the dissipative part of a flow generates a mixed moving average part of a stationary stable process, while the identity part of a flow essentially gives the harmonizable part. The third part of a stationary process is determined by a conservative flow without fixed points and by a related cocycle.