Accession Number : ADA192842

Title :   Two Classes of Self-Similar Stable Processes with Stationary Increments.

Descriptive Note : Rept. for Sep 87-Aug 88,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Cambanis, Stamatis ; Maejima, Makoto

PDF Url : ADA192842

Report Date : Jan 1988

Pagination or Media Count : 34

Abstract : 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.

Descriptors :   *STABILITY, *STOCHASTIC PROCESSES, STATISTICAL PROCESSES, STATIONARY, SYMMETRY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE