English

Random-time isotropic fractional stable fields

Probability 2012-06-28 v2

Abstract

Generalizing both Substable FSMs and Indicator FSMs, we introduce alpha-stabilized subordination, a procedure which produces new FSMs (H-sssi symmetric stable processes) from old ones. We extend these processes to isotropic stable fields which have stationary increments in the strong sense, i.e., processes which are invariant under Euclidean rigid motions of the multi-dimensional time parameter. We also prove a Stable Central Limit Theorem which provides an intuitive picture of alpha-stabilized subordination. Finally we show that alpha-stabilized subordination of Linear FSMs produces null-conservative FSMs, a class of FSMs introduced in Samorodnitsky (2005).

Keywords

Cite

@article{arxiv.1112.4794,
  title  = {Random-time isotropic fractional stable fields},
  author = {Paul Jung},
  journal= {arXiv preprint arXiv:1112.4794},
  year   = {2012}
}

Comments

14 pages, to appear in Journal of Theoretical Probability

R2 v1 2026-06-21T19:54:41.528Z