47

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1/alpha-self-similar alpha-stable processes with stationary increments

Gennady Samorodnitsky
Murad S. Taqqu

Abstract:

Abstract:

In this note we settle a question posed by Kasahara, Maejima and Vervaat []: we show that the -stable Lévy motion is the only -self-similar -stable process with stationary increments if . We also introduce new classes of -self-similar -stable processes with stationary increments for .