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  • Search: subject:"Operator-self-similar Spectral decomposition Regular variation"
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Operator-self-similar Spectral decomposition Regular variation 1
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Meerschaert, Mark M. 1 Scheffler, Hans-Peter 1
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Stochastic Processes and their Applications 1
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Spectral decomposition for operator self-similar processes and their generalized domains of attraction
Meerschaert, Mark M.; Scheffler, Hans-Peter - In: Stochastic Processes and their Applications 84 (1999) 1, pp. 71-80
A stochastic process on a finite-dimensional real vector space is operator-self-similar if a linear time change produces a new process whose distributions scale back to those of the original process, where we allow scaling by a family of affine linear operators. We prove a spectral decomposition...
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