Yizao Wang, Stilian A. Stoev, Parthanil Roy
Published 2011-05-09, updated 2011-09-20Version 2
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel characterization theory for max-stable processes.
Comments: Major revision. Section 4 of previous version removed due to a mistake in the proof. Remarks 3.2 and 3.3 added
Potentials of stable processes
On the Association of Sum- and Max- Stable Processes
On Wiener-Hopf factors for stable processes
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