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Self-Affine Processes and the Ergodic Theorem
Published online by Cambridge University Press: 20 November 2018
Abstract
Known results for strictly stable motions as finiteness of moments and local boundednessof sample-path variation are generalized to self-affine processes, i.e., self-similar processes with stationary increments. The proofs are new, even for stable motions, and are obtained by applying the ergodic theorem to powers of the (one-sided) increments.
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- Copyright © Canadian Mathematical Society 1994
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