Semi-additive functionals and cocycles in the context of self-similarity

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dc.creatorPipiras, Vladas
dc.creatorTaqqu, Murad S.
dc.date2004-05-04
dc.date.accessioned2026-07-07T05:07:56Z
dc.date.available2026-07-07T05:07:56Z
dc.descriptionSelf-similar symmetric $α$-stable, $α\in(0,2)$, mixed moving averages can be related to nonsingular flows. By using this relation and the structure of the underlying flows, one can decompose self-similar mixed moving averages into distinct classes and then examine the processes in each of these classes separately. The relation between processes and flows involves semi-additive functionals. We establish a general result about semi-additive functionals related to cocycles, and identify the presence of a new semi-additive functional in the relation between processes and flows. This new functional is useful for finding the kernel function of self-similar mixed moving averages generated by a given flow. It also sheds new light on previous results on the subject.
dc.identifierhttps://arxiv.org/abs/math/0405067
dc.identifierhttp://arxiv.org/abs/math/0405067
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71060
dc.subjectProbability
dc.subject60G18, 60G52
dc.titleSemi-additive functionals and cocycles in the context of self-similarity
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