Year: 2025
Type: article
Abstract: This study presents an extension of the Kosambi-Karhunen-Loève (KKL) decomposition to accommodate stochastic processes with potentially infinite variance. We propose a nonlinear homeomorphic transformation upon which the classical KKL expansion may be applied. Subsequently, we establish the existence of specific subsets wherein this transformation preserves isometric properties. The theoretical framework is illustrated through an application to symmetric a-stable processes, demonstrating the practical utility of the proposed methodology.
Source: Gulf Journal of Mathematics
Authors: Hafidha Khelouati, Abderrahmane Yousfate
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4413302595