Decomposability for stable processes
Probability
2011-09-21 v2
Abstract
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel characterization theory for max-stable processes.
Cite
@article{arxiv.1105.1765,
title = {Decomposability for stable processes},
author = {Yizao Wang and Stilian A. Stoev and Parthanil Roy},
journal= {arXiv preprint arXiv:1105.1765},
year = {2011}
}
Comments
Major revision. Section 4 of previous version removed due to a mistake in the proof. Remarks 3.2 and 3.3 added