Maharam extension and stationary stable processes
Emmanuel Roy
Source: Ann. Probab. Volume 40, Number 3
(2012), 1357-1374.
Abstract
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.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1336136066
Digital Object Identifier: doi:10.1214/11-AOP671
Zentralblatt MATH identifier: 06047807
Mathematical Reviews number (MathSciNet): MR2962094
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