Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 1093-1109
We characterize all possible independent symmetric α-stable (SαS) components of an SαS process, 0<α<2. In particular, we focus on stationary SαS processes and their independent stationary SαS components. We also develop a parallel characterization theory for max-stable processes.
