Stable processes with stationary increments parameterized by metric spaces

Zuopeng Fu; Yizao Wang

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arXiv · 1812.10746

Stable processes with stationary increments parameterized by metric spaces

Zuopeng Fu·Yizao Wang

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Abstract

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a result on the so-called measure definite kernels is of independent interest. A limit theorem for set-indexed processes is also established.

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Zuopeng Fu, Yizao Wang. 2018-12-27. Stable processes with stationary increments parameterized by metric spaces. https://arxiv.org/abs/1812.10746

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