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Stochastic Processes and their Applications
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Stochastic Processes and their Applications
Article . 2012
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Stochastic Processes and their Applications
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Decomposability for stable processes

Authors: Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil;

Decomposability for stable processes

Abstract

Major revision. Section 4 of previous version removed due to a mistake in the proof. Remarks 3.2 and 3.3 added

We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0

Keywords

Statistics and Probability, Decomposition, decomposition, mixed moving average, Applied Mathematics, Probability (math.PR), sum-stable process, Max-stable process, max-stable process, Extreme value theory; extremal stochastic processes, Stable stochastic processes, Sum-stable process, minimal representation, Modelling and Simulation, FOS: Mathematics, Mixed moving average, Minimal representation, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
hybrid