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Transactions of the American Mathematical Society

ISSN 1088-6850(online) ISSN 0002-9947(print)



Operator-self-similar processes in a finite-dimensional space

Authors: William N. Hudson and J. David Mason
Journal: Trans. Amer. Math. Soc. 273 (1982), 281-297
MSC: Primary 60G99; Secondary 60F99
MathSciNet review: 664042
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Abstract: A general representation for an operator-self-similar process is obtained and its class of exponents is characterized. It is shown that such a process is the limit in a certain sense of an operator-normed process and any limit of an operator-normed process is operator-self-similar.

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Keywords: Self-similar processes, semistable processes, operator-stable distributions, multivariate stable
Article copyright: © Copyright 1982 American Mathematical Society

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