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