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| Paper IPM / M / 464 |
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| Abstract: | |
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Let (S, || ||) be a Banach space of jointly symmetric
α-stable random variables and let P be the
δ-ring of Borel sets of finite ν measure, where ν
is a regular measure in the real line. In this paper we identify
every stable random measure Ψ:P→ (S,|| ||), Ψ << ν, by a vector measure F :
P→ Lα (μ). This leads to a method for
identifying spectral domain of a certain class of stable processes
including harmonizable processes.
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