Operator-Self-Similar Processes in a Finite-Dimensional Space
Open Access
- 1 September 1982
- journal article
- Published by JSTOR in Transactions of the American Mathematical Society
- Vol. 273 (1), 281-297
- https://doi.org/10.2307/1999205
Abstract
A general representation for an operator-self-similar process is obtained and its class of exponents is characterized. It is shown that such a process is the limit in a certain sense of an operator-normed process and any limit of an operator-normed process is operator-self-similar.Keywords
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