Related papers: Decomposability for stable processes

Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…

We use characteristic functions to construct alpha(x)-multistable measures and integrals, where the measures behave locally like alpha-stable measures, but with the stability index alpha(x) varying with time x. This enables us to construct…

In this paper, we give a new covariation spectral representation of some non stationary symmetric $\alpha$-stable processes (S$\alpha$S). This representation is based on a weaker covariation pseudo additivity condition which is more general…

We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show…

We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations play important roles. We propose a general classification…

This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decomposition of stationary stable processes into those…

Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It is shown that this scaling relation is a natural extension…

Mixed moving average processes appear in the ergodic decomposition of stationary symmetric \alpha-stable (S\alpha S) processes. They correspond to the dissipative part of "deterministic" flows generating S\alpha S processes (Rosinski,…

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…

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…

We address the notion of association of sum- and max- stable processes from the perspective of linear and max-linear isometries. We establish the appealing results that these two classes of isometries can be identified on a proper space…

Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…

We revisit conservative/dissipative and positive/null decompositions of stationary max-stable processes. Originally, both decompositions were defined in an abstract way based on the underlying non-singular flow representation. We provide…

We develop a comprehensive theory of the stable representation categories of several sequences of groups, including the classical and symmetric groups, and their relation to the unstable categories. An important component of this theory is…

In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…

Sensor networks, such as ultra-wideband sensors for the smart warehouse, may need to run distributed algorithms for automatically determining a topological layout. In this paper, we present 5 different self-stabilizing algorithms (their…

We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant…

We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the same as for only one process, up to some logarithmic terms.

We study the exit time $\tau=\tau_{(0,\infty)}$ for 1-dimensional strictly stable processes and express its Laplace transform at $t^\alpha$ as the Laplace transform of a positive random variable with explicit density. Consequently, $\tau$…