Decomposability for stable processes

Details Decomposability for stable processes Decomposability for stable processes

2011-05-09

arxiv.org/abs/1105.1765v2

Mathematics

Probability

Major revision. Section 4 of previous version removed due to a mistake in the proof. Remarks 3.2 and 3.3 added

Scientific paper

We characterize all possible independent symmetric alpha-stable (SaS)
components of an SaS process, 0SaS processes and their independent stationary SaS components. We also develop
a parallel characterization theory for max-stable processes.

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