• Title/Summary/Keyword: semi-selfsimilar

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ON SELFSIMILAR AND SEMI-SELFSIMILAR PROCESSES WITH INDEPENDENT INCREMENTS

  • Sato, Ken-Iti;Kouji Yamamuro
    • Journal of the Korean Mathematical Society
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    • v.35 no.1
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    • pp.207-224
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    • 1998
  • After the review of known results on the connections between selfsimilar processes with independent increments (processes of class L) and selfdecomposable distributions and between semi-selfsimilar processes with independent increments and semi-selfdecomposable distributions, dichotomy of those processes into transient and recurrent is discussed. Due to the lack of stationarity of the increments, transience and recurrence are not expressed by finiteness and infiniteness of mean sojourn times on bound sets. Comparison in transience-recurrence of the Levy process and the process of class L associated with a common distribution of class L is made.

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