Abstract
A connection between structural studies of stationary non-Gaussian stable processes and the ergodic theory of nonsingular flows is established and exploited. Using this connection, a unique decomposition of a stationary stable process into three independent stationary parts is obtained. It is shown that the dissipative part of a flow generates a mixed moving average part of a stationary stable process, while the identity part of a flow essentially gives the harmonizable part. The third part of a stationary process is determined by a conservative flow without fixed points and by a related cocycle.
Citation
Jan Rosinski. "On the Structure of Stationary Stable Processes." Ann. Probab. 23 (3) 1163 - 1187, July, 1995. https://doi.org/10.1214/aop/1176988178
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