Transactions of the American Mathematical Society · 1982 · 72 citations · 9 references
Natural SciencesMathematicsDynamical SystemsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesErgodic TheoryLyapunov ExponentsMarkov ProcessesOperator TheoryOperator SpacesSelf-similar Processes
A general representation for an operator-self-similar process is obtained and its class of exponents is characterized. It is shown that such a process is the limit in a certain sense of an operator-normed process and any limit of an operator-normed process is operator-self-similar.
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Semi-stable stochastic processes
John Lamperti · Transactions of the American Mathematical Society · 1962 · 514 citations
Self-Similar Probability Distributions
Yu. G. Sinai · Theory of Probability and Its Applications · 1976 · 133 citations
Engineering, Mathematics, Physics +12
Linear Algebra: An Introductory Approach.
James F. Hurley, Charles W. Curtis · American Mathematical Monthly · 1972 · 87 citations
Semi-Stable Stochastic Processes
John Lamperti · Transactions of the American Mathematical Society · 1962 · 66 citations · Full text