Spectral representation of some non stationary alpha-stable processes

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dc.creatorAzzaoui, Nourddine
dc.date2008-02-21
dc.date.accessioned2026-07-07T09:22:16Z
dc.date.available2026-07-07T09:22:16Z
dc.descriptionIn this paper, we give a new covariation spectral representation of some non stationary symmetric $α$-stable processes (S$α$S). This representation is based on a weaker covariation pseudo additivity condition which is more general than the condition of independence. This work can be seen as a generalization of the covariation spectral representation of processes expressed as stochastic integrals with respect to independent increments S$α$S processes (see Cambanis (1983)) or with respect to the general concept of independently scattered S$α$S measures (Samorodnitsky and Taqqu 1994). Relying on this result we investigate the non stationarity structure of some harmonisable S$α$S processes especially those having periodic or almost-periodic covariation functions.
dc.identifierhttps://arxiv.org/abs/0802.2998
dc.identifierhttp://arxiv.org/abs/0802.2998
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/155316
dc.subjectProbability
dc.subjectStatistics Theory
dc.titleSpectral representation of some non stationary alpha-stable processes
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