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Limit theorems related to a class of operator-self-similar processes

Published online by Cambridge University Press:  22 January 2016

Makoto Maejima
Makoto Maejima*
Affiliation:
Department of Mathematics Faculty of Science and Technology Keio University, 3-14-1, Hiyoshi, Kohoku-ku Yokahama 223, Japan
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An Rd -valued (d ≥ 1) stochastic process X = {X(t)}t≥0 is said to be operator-self-similar if there exists a linear operator D on R d such that for each c > 0

where means the equality for all finite-dimensional distributions and

Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 142 , June 1996, pp. 161 - 181
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1996

References

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