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2011-05-09
Decomposability for stable processes
Yizao WangStilian A. StoevParthanil Roy
文献摘要
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel characterization theory for max-stable processes.
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