A note on $α$-IDT processes
Year: 2012
Type: preprint
Abstract: In this note, we introduce the notion of $α$-IDT processes which is obtained from a slight and fundamental modification of the IDT property. Several examples of $α$-IDT processes are given and Gaussian processes which are $α$-IDT are characterized. A kind example of this Gaussian $α$-IDT is the standard fractional Brownian motion. Also, we invest some links between the $α$-IDT property, with selfdecomposability, temporal selfdecomposability, stability and self similarity.
Source: arXiv (Cornell University)
Authors: Hakassou, Antoine, Ouknine, Youssef
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394668267