ArticleOriginal scientific text

Title

Disjointness results for some classes of stable processes

Authors 1, 2

Affiliations

  1. Department of Mathematics, University of Maryland, College Park, Maryland 20742, U.S.A.
  2. Department of Statistics, Stanford University, Stanford, California 94305, U.S.A.

Abstract

We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.

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Pages:
235-252
Main language of publication
English
Received
1992-07-17
Accepted
1993-02-15
Published
1993
Exact and natural sciences