(1/[alpha])-Self similar [alpha]-stable processes with stationary increments

Gennady Samorodnitsky and Murad S. Taqqu

Journal of Multivariate Analysis, 1990, vol. 35, issue 2, 308-313

Abstract: In this note we settle a question posed by Kasahara, Maejima, and Vervaat. We show that the [alpha]-stable Lévy motion is the only (1/[alpha])-self-similar [alpha]-stable process with stationary increments if 0

Keywords: stable; distributions; self-similar; processes; stable; Lévy; motion (search for similar items in EconPapers)
Date: 1990
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