A note on $\alpha$-IDT processes
Probability
2012-10-17 v3
Abstract
In this note, we introduce the notion of -IDT processes which is obtained from a slight and fundamental modification of the IDT property. Several examples of -IDT processes are given and Gaussian processes which are -IDT are characterized. A kind example of this Gaussian -IDT is the standard fractional Brownian motion. Also, we invest some links between the -IDT property, with selfdecomposability, temporal selfdecomposability, stability and self similarity.
Keywords
Cite
@article{arxiv.1203.0874,
title = {A note on $\alpha$-IDT processes},
author = {Antoine Hakassou and Youssef Ouknine},
journal= {arXiv preprint arXiv:1203.0874},
year = {2012}
}