On stable Markov processes

Robert J. Adler, Stamatis Cambanis and Gennady Samorodnitsky

Stochastic Processes and their Applications, 1990, vol. 34, issue 1, 1-17

Abstract: Necessary conditions are given for a symmetric [alpha]-stable (S[alpha]S) process, 1

Keywords: Markoc; and; weakly; Markov; stable; processes; time; changed; Lévy; motion; sub-Gaussian; and; harmonizable; processes; moving; averages; left; and; right; stable; Ornstein-Unlenbeck; processes; stable; conditional; distributions (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (2)

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