Semi-additive functionals and cocycles in the context of self-similarity
Files
First author draft
Date
2010
Authors
Pipiras, Vladas
Taqqu, Murad S.
Version
First author draft
OA Version
Citation
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
Abstract
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.