Stable Processes and Related Topics

CONTENTS
Preface . VII
Description of Contents . VIII
Gaussian measures of large balls in Rn
Werner Linde ............. 1
On a Class of Infinitely Divisible Processes Represented as Mixtures of Gaussian Processes
Jan Rosinski .............................. 27
Capacities, Large Deviations and Loglog Laws
George L. 0' Brien and Wim Vervaat 43
Conditional variance of symmetric stable variables
Wei Wu and Stamatis Cambanis ......... 85
Bounded Stationary Stable Processes and Entropy
John P. Nolan .................. . . . . 101
Alternative multivariate stable distributions and their applications to financial modeling
Stefan Mittnik and Svetlozar T. Rachev . . . 107
Construction of Multiple Stable Measures and Integrals Using LePage Representation
Gennady Samorodnitsky and Murad S. Taqqu .......... . . . 121
Numerical computation of non-linear stable regression functions
Clyde D. Hardin, Jr., Gennady Samorodnitsky and Murad S. Taqqu . . . . 143
A Characterization of the Asymptotic Behavior of Stationary Stable Processes
Joshua B. Levy and Murad S. Taqqu . . . . 181
An Extremal Problem in HP of the Upper Half Plane with Application to Prediction of Stochastic Processes
Balram S. Rajput, Kavi Rama-Murthy and Carl Sundberg ......... 199
On Multiple Markov SaS Processes
V Mandrekar and B. Thelen . . . . . . . . . 253
On shot noise processes attracted to fractional Levy motion
L. Giraitis and D. Surgailis ............... ......... 261
Self-similar Stable Processes with Stationary Increments
Norio Kano and Makoto Maejima ........... . . . . 275
A Stochastic Integral Representation for the Bootstrap of the Sample Mean
John Kinateder . . . . 297
Multiple stable integrals appearing in weak limits
Jerzy Szulga ................... . . . . . . . 305
Characterizations of ergodic stationary stable processes via the dynamical functional
Krzysztof Podgorski and Aleksander Weron ................. 317