Two Classes of Self-Similar Stable Processes with Stationary Increments

Download or read book Two Classes of Self-Similar Stable Processes with Stationary Increments written by Stamatis Cambanis and published by . This book was released on 1988 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two disjoint classes of self-similar symmetric stable processes with stationary increments are studied. The first class consists of linear fractional stable processes, which are related to moving average stable processes, and the second class consists of harmonizable fractional stable processes, which are connected to harmonizable stationary stable processes. The domain of attraction of the harmonizable fractional stable processes is also discussed. Keywords: Self similar processes; Stable processes; Harmonizable fractional processes; Domain of attraction; Linear fractional process.