Group Self-Similar Stable Processes in R d

Sławomir Kolodyński and Jan Rosiński ()
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Sławomir Kolodyński: University of Tennessee
Jan Rosiński: University of Tennessee

Journal of Theoretical Probability, 2003, vol. 16, issue 4, 855-876

Abstract: Abstract Group self-similar processes are introduced. The spectral representation of such processes in the class of multidimensional strictly stable processes is determined. The uniqueness of such representations in terms of the corresponding group actions and cocycles is established.

Keywords: stochastic integral representation; stable processes; stable random fields; stationarity; self-similarity; isotropy; group action; cocycle (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/B:JOTP.0000011997.14357.fd

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