On uniqueness of the spectral representation of stable processes
On uniqueness of the spectral representation of stable processes
复制标题
稳定过程谱表示的唯一性
DOI：
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发表时间：
1994
期刊：
影响因子：
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通讯作者：
Jan Ronsinski
中科院分区：
文献类型：
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作者：
Jan Ronsinski
在本文中，我们证明了对称稳定过程的任意两个谱表示可能仅通过变量的变化和参数无关的乘法器而不同。我们的结果可以立即用于从各种感兴趣的类别中区分或识别稳定过程。还提供了平稳稳定过程的表征。
In this paper we show that any two spectral representations of a symmetric stable process may differ only by a change of variable and a parameter-independent multiplier. Our result can immediately be used either to distinguish or to identify stable processes from various classes of interest. A characterization of stationary stable processes is also provided.