Group theoretic dimension of stationary symmetric α-stable random fields

Details Group theoretic dimension of stationary symmetric α-stable random fields Group theoretic dimension of stationary symmetric α-stable random fields

2011-05-19

arxiv.org/abs/1105.3818v2

Mathematics

Probability

To appear in Journal of Theoretical Probability. Affiliation of the authors are updated

Scientific paper

10.1007/s10959-011-0371-6

The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (2004a,b), where it was established, based on the seminal works of Rosi\'nski (1995,2000), that the growth rate is connected to the ergodic theoretic properties of the flow that generates the process. The results were generalized to the case of stable random fields indexed by Z^d in Roy and Samorodnitsky (2008), where properties of the group of nonsingular transformations generating the stable process were studied as an attempt to understand the growth rate of the partial maximum process. This work generalizes this connection between stable random fields and group theory to the continuous parameter case, that is, to the fields indexed by R^d.

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