English

A note on $\alpha$-IDT processes

Probability 2012-10-17 v3

Abstract

In this note, we introduce the notion of α\alpha-IDT processes which is obtained from a slight and fundamental modification of the IDT property. Several examples of α\alpha-IDT processes are given and Gaussian processes which are α\alpha-IDT are characterized. A kind example of this Gaussian α\alpha-IDT is the standard fractional Brownian motion. Also, we invest some links between the α\alpha-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}
}
R2 v1 2026-06-21T20:29:01.080Z