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math.PR2011★ 7 cited
Group theoretic dimension of stationary symmetric α-stable random fields
Arijit Chakrabarty, Parthanil Roy
The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (2004a,b), where it was established, based on the seminal work…
math.PR2011
Decomposability for stable processes
Yizao Wang, Stilian A. Stoev, Parthanil Roy
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their indepen…