Stable processes with stationary increments parameterized by metric spaces
Probability
2019-05-03 v2
Abstract
A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a result on the so-called measure definite kernels is of independent interest. A limit theorem for set-indexed processes is also established.
Cite
@article{arxiv.1812.10746,
title = {Stable processes with stationary increments parameterized by metric spaces},
author = {Zuopeng Fu and Yizao Wang},
journal= {arXiv preprint arXiv:1812.10746},
year = {2019}
}
Comments
16 pages, minor revision