Self-Affine Processes and the Ergodic Theorem
Canadian mathematical bulletin, Tome 37 (1994) no. 2, pp. 254-262

Voir la notice de l'article provenant de la source Cambridge

DOI

Known results for strictly stable motions as finiteness of moments and local boundednessof sample-path variation are generalized to self-affine processes, i.e., self-similar processes with stationary increments. The proofs are new, even for stable motions, and are obtained by applying the ergodic theorem to powers of the (one-sided) increments.
DOI : 10.4153/CMB-1994-037-2
Mots-clés : 60G18, 60G17, self-similar process, self-affine process, stable motion, bounded variation of sample paths
Vervaat, Wim. Self-Affine Processes and the Ergodic Theorem. Canadian mathematical bulletin, Tome 37 (1994) no. 2, pp. 254-262. doi: 10.4153/CMB-1994-037-2
@article{10_4153_CMB_1994_037_2,
     author = {Vervaat, Wim},
     title = {Self-Affine {Processes} and the {Ergodic} {Theorem}},
     journal = {Canadian mathematical bulletin},
     pages = {254--262},
     year = {1994},
     volume = {37},
     number = {2},
     doi = {10.4153/CMB-1994-037-2},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1994-037-2/}
}
TY  - JOUR
AU  - Vervaat, Wim
TI  - Self-Affine Processes and the Ergodic Theorem
JO  - Canadian mathematical bulletin
PY  - 1994
SP  - 254
EP  - 262
VL  - 37
IS  - 2
UR  - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1994-037-2/
DO  - 10.4153/CMB-1994-037-2
ID  - 10_4153_CMB_1994_037_2
ER  - 
%0 Journal Article
%A Vervaat, Wim
%T Self-Affine Processes and the Ergodic Theorem
%J Canadian mathematical bulletin
%D 1994
%P 254-262
%V 37
%N 2
%U http://geodesic.mathdoc.fr/articles/10.4153/CMB-1994-037-2/
%R 10.4153/CMB-1994-037-2
%F 10_4153_CMB_1994_037_2

Cité par Sources :