Maharam extension and stationary stable processes

• Autores: Emmanuel Roy
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 40, Nº. 3, 2012, págs. 1357-1374
• Idioma: inglés
• DOI: 10.1214/11-AOP671
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• Resumen

  • We give a second look at stationary stable processes by interpreting the self-similar property at the level of the Lévy measure as characteristic of a Maharam system. This allows us to derive structural results and their ergodic consequences.