Semi-additive functionals and cocycles in the context of self-similarity
Taqqu, Murad S.
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Citation (published version)Vladas Pipiras, Murad S Taqqu. 2010. "Semi-additive functionals and cocycles in the context of self-similarity." Discussiones Mathematicae Probability and Statistics, Volume 30, Issue 2, pp. 149 - 149. https://doi.org/10.7151/dmps.1126
Kernel functions of stable, self-similar mixed moving averages are known to be related to nonsingular flows. We identify and examine here a new functional occuring in this relation and study its properties. To prove its existence, we develop a general result about semi-additive functionals related to cocycles. The functional we identify, is helpful when solving for the kernel function generated by a flow. Its presence also sheds light on the previous results on the subject.