Series Representation of Time-Stable Stochastic Processes

Abstract

A stochastically continuous process $\xi (t)$, $t\ge 0$, is said to be time-stable if the sum of $n$ i.i.d. copies of $\xi$ equals in distribution to the time-scaled stochastic process $\xi (nt)$, $t\ge 0$. The paper advances the understanding of time-stable processes by means of their LePage series representations.

17 pages

References in corpus (1)

• IDT processes and associated Lévy processes

Cited by in corpus (1)

• An integral representation of dilatively stable processes with independent increments