Open Access
May 2012 Maharam extension and stationary stable processes
Emmanuel Roy
Ann. Probab. 40(3): 1357-1374 (May 2012). DOI: 10.1214/11-AOP671

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.

Citation

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Emmanuel Roy. "Maharam extension and stationary stable processes." Ann. Probab. 40 (3) 1357 - 1374, May 2012. https://doi.org/10.1214/11-AOP671

Information

Published: May 2012
First available in Project Euclid: 4 May 2012

zbMATH: 1255.60077
MathSciNet: MR2962094
Digital Object Identifier: 10.1214/11-AOP671

Subjects:
Primary: 37A40 , 60G10 , 60G52
Secondary: 37A50

Keywords: ergodic properties , Maharam system , Stable stationary processes

Rights: Copyright © 2012 Institute of Mathematical Statistics

Vol.40 • No. 3 • May 2012
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