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Group invariant stable processes

Date Issued
August 1, 2000
Author(s)
Kolodynski, Slawomir
Advisor(s)
Jan Rosinski
Permanent URI
https://trace.tennessee.edu/handle/20.500.14382/29546
Abstract

We study symmetric α-stable (SαS) processes defined on a separable metric space T whose finite dimensional distributions are invariant un-der a group of transformations of T. This extends the classical notion of stationarity of stochastic processes. Minimal integral representation on standard Borel space S of SαS pro-cess which is group stationary (G-stationary) in the above sense corre-sponds to a group of isometries of Lα(S, μ). We show that for 1 < α < 2 this group of isometries is generated by a group action and a measur-able cocycle on S. The pair of group action and cocycle induced this way is unique up to an isomorphism of group actions and cohomology equivalence relation for cocycles. We show that if a group action ad-mits a Borel selector, then cocycles are cohomologous if and only if the induce the same homomorphisms on the isotropy groups. As an application we give characterization of isotropic SαS random fields on R2 in terms of their minimal representations.

Degree
Doctor of Philosophy
Major
Mathematics
File(s)
Thumbnail Image
Name

Thesis2000b.K67.pdf

Size

1.48 MB

Format

Unknown

Checksum (MD5)

10c407898d6aaab0bea32cf71e37b23f

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