Maharam extension and spectral representation of stable processes - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2010

Maharam extension and spectral representation of stable processes

Résumé

We give a second look at stable processes (especially stationary) by interpreting the self-similar property at the level of the Lévy measure as characteristic of a Maharam system. This allows us to derive structural results and their ergodic consequences. As a byproduct, we obtain a “stable processes” proof of Banach-Lamperti Theorem for \alpha<2.
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Dates et versions

hal-00443893 , version 1 (04-01-2010)
hal-00443893 , version 2 (26-01-2010)
hal-00443893 , version 3 (01-03-2011)
hal-00443893 , version 4 (28-05-2012)

Identifiants

Citer

Emmanuel Roy. Maharam extension and spectral representation of stable processes. 2010. ⟨hal-00443893v2⟩
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