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arxiv: 1203.0874 · v3 · pith:SNWUN6THnew · submitted 2012-03-05 · 🧮 math.PR

A note on α-IDT processes

classification 🧮 math.PR
keywords alphaprocessesgaussiannotepropertyselfdecomposabilitybrowniancharacterized
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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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