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math.PR2004★ 18 cited
Stable stationary processes related to cyclic flows
Vladas Pipiras, Murad S. Taqqu
We study stationary stable processes related to periodic and cyclic flows in the sense of Rosinski [Ann. Probab. 23 (1995) 1163-1187]. These processes are not ergodic. We provide t…
math.PR2004
Identification of periodic and cyclic fractional stable motions
Vladas Pipiras, Murad S. Taqqu
Self-similar stable mixed moving average processes can be related to nonsingular flows through their minimal representations. Self-similar stable mixed moving averages related to d…