Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	Dr. Yi Shen，University of Waterloo, Canada
Inviter:
Title:	On discrete-time self-similar processes with stationary increments
Time & Venue:	2020.12.29 16:00-17:00 南楼N620
Abstract:	In this talk we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling function of such a process may not take the form of a power function. More precisely, its scaling function can belong to one of three types, among which one type is degenerate, one type has a continuous-time counterpart, while the other type is new and unique for the discrete-time setting. We then focus on this last type of processes, construct two classes of examples, and prove a special spectral representation result for the processes of this type. We also derive basic properties of discrete-time self-similar processes with stationary increments of different types. This is a joint work with Zhenyuan Zhang.