Ebook: Stable Processes and Related Topics

CONTENTS

Preface . VII

Description of Contents . VIII

Gaussian measures of large balls in Rn
Werner Linde ............. 1

On a Class of Infinitely Divisible Processes Represented as Mixtures of Gaussian Processes
Jan Rosinski .............................. 27

Capacities, Large Deviations and Loglog Laws
George L. 0' Brien and Wim Vervaat 43

Conditional variance of symmetric stable variables
Wei Wu and Stamatis Cambanis ......... 85

Bounded Stationary Stable Processes and Entropy
John P. Nolan .................. . . . . 101

Alternative multivariate stable distributions and their applications to financial modeling
Stefan Mittnik and Svetlozar T. Rachev . . . 107

Construction of Multiple Stable Measures and Integrals Using LePage Representation
Gennady Samorodnitsky and Murad S. Taqqu .......... . . . 121

Numerical computation of non-linear stable regression functions
Clyde D. Hardin, Jr., Gennady Samorodnitsky and Murad S. Taqqu . . . . 143

A Characterization of the Asymptotic Behavior of Stationary Stable Processes
Joshua B. Levy and Murad S. Taqqu . . . . 181

An Extremal Problem in HP of the Upper Half Plane with Application to Prediction of Stochastic Processes
Balram S. Rajput, Kavi Rama-Murthy and Carl Sundberg ......... 199

On Multiple Markov SaS Processes
V Mandrekar and B. Thelen . . . . . . . . . 253

On shot noise processes attracted to fractional Levy motion
L. Giraitis and D. Surgailis ............... ......... 261

Self-similar Stable Processes with Stationary Increments
Norio Kano and Makoto Maejima ........... . . . . 275

A Stochastic Integral Representation for the Bootstrap of the Sample Mean
John Kinateder . . . . 297

Multiple stable integrals appearing in weak limits
Jerzy Szulga ................... . . . . . . . 305

Characterizations of ergodic stationary stable processes via the dynamical functional
Krzysztof Podgorski and Aleksander Weron ................. 317