Maharam extension and stationary stable processes - Archive ouverte HAL
Article Dans Une Revue Annals of Probability Année : 2012

Maharam extension and stationary stable processes

Résumé

We give a second look at stationary stable processes 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.
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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)

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Citer

Emmanuel Roy. Maharam extension and stationary stable processes. Annals of Probability, 2012, 40 (3), pp.1357-1374. ⟨10.1214/11-AOP671⟩. ⟨hal-00443893v4⟩
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