Random-time isotropic fractional stable fields

Details Random-time isotropic fractional stable fields Random-time isotropic fractional stable fields

2011-12-20

arxiv.org/abs/1112.4794v1

Mathematics

Probability

14 pages

Scientific paper

Generalizing both Substable FSMs and Indicator FSMs, we introduce alpha-stabilized subordination, a procedure which produces new FSMs (H-sssi symmetric stable processes) from old ones. We extend these processes to isotropic stable fields which have stationary increments in the strong sense, i.e., processes which are invariant under Euclidean rigid motions of the multi-dimensional time parameter. We also prove a Stable Central Limit Theorem which provides an intuitive picture of alpha-stabilized subordination. Finally we show that alpha-stabilized subordination of Linear FSMs produces null-conservative FSMs, a class of FSMs introduced in Samorodnitsky (2005).

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