Non-Negative Integer-Valued Semi-Selfsimilar Processes

Details Non-Negative Integer-Valued Semi-Selfsimilar Processes Non-Negative Integer-Valued Semi-Selfsimilar Processes

2007-03-12

arxiv.org/abs/math/0703346v2

Mathematics

Probability

Contents changed, reference added, 7 pages, remark.2.1 replaces remark.2.4, in PDF format, completed on 24 august 2006, Presen

Scientific paper

Non-negative integer-valued semi-selfsimilar processes are introduced. Levy
processes in this class are characterized. Its relation to an AR(1) scheme is
derived.

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