Stable stationary processes related to cyclic flows
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Vladas Pipiras [1] ; Murad S. Taqqu [1]
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[1] Boston University
Boston University
City of Boston, Estados Unidos
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- Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 1, 2004, págs. 2222-2260
- Idioma: inglés
- DOI: 10.1214/009117904000000108
- Texto completo no disponible (Saber más ...)
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Resumen
We study stationary stable processes related to periodic and cyclic flows in the sense of Rosiński [Ann. Probab. 23 (1995) 1163–1187]. These processes are not ergodic. We provide their canonical representations, consider examples and show how to identify them among general stationary stable processes. We conclude with the unique decomposition in distribution of stationary stable processes into the sum of four major independent components: 1. A mixed moving average component. 2. A harmonizable (or “trivial”) component. 3. A cyclic component 4. A component which is different from these.
