Possible sample paths of self-similar [alpha]-stable processes

Gennady Samorodnitsky

Statistics & Probability Letters, 1994, vol. 19, issue 3, 233-237

Abstract: We describe all possibilities for sample path properties of H-self-similar [alpha]-stable processes with stationary increments for all pairs ([alpha], H), completing the picture presented by Kôno and Maejima (1991).

Keywords: Stable; processes; self-similarity; sample; path; properties (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (4)

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