On the spectral representation of symmetric stable processes |
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Authors: | Clyde D Hardin |
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Affiliation: | University of Wisconsin-Milwaukee USA |
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Abstract: | The so-called spectral representation theorem for stable processes linearly imbeds each symmetric stable process of index p into Lp (0 < p ≤ 2). We use the theory of Lp isometries for 0 < p < 2 to study the uniqueness of this representation for the non-Gaussian stable processes. We also determine the form of this representation for stationary processes and for substable processes. Complex stable processes are defined, and a complex version of the spectral representation theorem is proved. As a corollary to the complex theory we exhibit an imbedding of complex Lq into real or complex Lp for 0 < p < q ≤ 2. |
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Keywords: | 60G99 60G10 60E07 46E30 Stable processes spectral representation stationary processes complex processes imbedding theorems |
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