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Maxima of Continuous-Time Stationary Stable Processes

โœ Scribed by Gennady Samorodnitsky


Book ID
125072580
Publisher
Applied Probability Trust
Year
2004
Tongue
English
Weight
389 KB
Volume
36
Category
Article
ISSN
0001-8678

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We show that a non-trivial continuous-time strictly -stable, โˆˆ (0; 2), stationary process cannot be represented in distribution as a discrete linear process where {f t } tโˆˆR is a collection of deterministic functions and { n } nโˆˆZ are independent strictly -stable random variables. Analogous results

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