The Annals of Probability
- Ann. Probab.
- Volume 40, Number 3 (2012), 1357-1374.
Maharam extension and stationary stable processes
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.
Ann. Probab., Volume 40, Number 3 (2012), 1357-1374.
First available in Project Euclid: 4 May 2012
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G52: Stable processes 60G10: Stationary processes 37A40: Nonsingular (and infinite-measure preserving) transformations
Secondary: 37A50: Relations with probability theory and stochastic processes [See also 60Fxx and 60G10]
Roy, Emmanuel. Maharam extension and stationary stable processes. Ann. Probab. 40 (2012), no. 3, 1357--1374. doi:10.1214/11-AOP671. https://projecteuclid.org/euclid.aop/1336136066