Maharam extension and stationary stable processes
Dynamical Systems
2012-05-29 v4 Probability
Abstract
We give a second look at stationary stable processes by interpreting the self-similar property at the level of the L\'evy measure as characteristic of a Maharam system. This allows us to derive structural results and their ergodic consequences.
Keywords
Cite
@article{arxiv.1001.0638,
title = {Maharam extension and stationary stable processes},
author = {Emmanuel Roy},
journal= {arXiv preprint arXiv:1001.0638},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOP671 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)