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Integral representations of periodic and cyclic fractional stable motions


 
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1. Title Title of document Integral representations of periodic and cyclic fractional stable motions
 
2. Creator Author's name, affiliation, country Vladas Pipiras; University of North Carolina
 
2. Creator Author's name, affiliation, country Murad S. Taqqu; Boston University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) stable, self-similar processes with stationary increments, mixed moving averages, periodic and cyclic flows, cocycles, semi-additive functionals.
 
3. Subject Subject classification Primary 60G18, 60G52; secondary 28D, 37A.
 
4. Description Abstract Stable non-Gaussian self-similar mixed moving averages can be decomposed into several components. Two of these are the periodic and cyclic fractional stable motions which are the subject of this study. We focus on the structure of their integral representations and show that the periodic fractional stable motions have, in fact, a canonical representation. We study several examples and discuss questions of uniqueness, namely how to determine whether two given integral representations of periodic or cyclic fractional stable motions give rise to the same process.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF
 
7. Date (YYYY-MM-DD) 2007-02-27
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/395
 
10. Identifier Digital Object Identifier 10.1214/EJP.v12-395
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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