(1/α)-Self similar α-stable processes with stationary increments
Taqqu, Murad S.
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Citation (published version)Samorodnitsky, G.; Taqqu, M.. 1990. "(1/α)-Self similar α-stable processes with stationary increments" Journal of Multivariate Analysis, Volume 35, Issue 2, pp. 308 - 313 (6). https://doi.org/10.1016/0047-259X(90)90031-C
In this note we settle a question posed by Kasahara, Maejima, and Vervaat. We show that the α-stable Lévy motion is the only α-stable process with stationary increments if 0 < α < 1. We also introduce new classes of α-stable processes with stationary increments for 1 < α < 2.
Originally published as a technical report no. 892, February 1990 for Cornell University Operations Research and Industrial Engineering. Available online: http://hdl.handle.net/1813/8775