Disjointness results for some classes of stable processes
Volume 105 / 1993
Studia Mathematica 105 (1993), 235-252
DOI: 10.4064/sm-105-3-235-252
Abstract
We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.
