A note on $\alpha$-IDT processes

Antoine Hakassou; Youssef Ouknine

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arXiv · 1203.0874

A note on $\alpha$-IDT processes

Antoine Hakassou·Youssef Ouknine

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Abstract

In this note, we introduce the notion of $\alpha$-IDT processes which is obtained from a slight and fundamental modification of the IDT property. Several examples of $\alpha$-IDT processes are given and Gaussian processes which are $\alpha$-IDT are characterized. A kind example of this Gaussian $\alpha$-IDT is the standard fractional Brownian motion. Also, we invest some links between the $\alpha$-IDT property, with selfdecomposability, temporal selfdecomposability, stability and self similarity.

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Antoine Hakassou, Youssef Ouknine. 2012-03-05. A note on $\alpha$-IDT processes. https://arxiv.org/abs/1203.0874

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