Geodesic
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 University Press

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
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