Kernel functions of stable, self-similar mixed moving averages are known to be related to nonsingular flows. We identify and examine here a new functional occuring in this relation and study its properties. To prove its existence, we develop a general result about semi-additive functionals related to cocycles. The functional we identify, is helpful when solving for the kernel function generated by a flow. Its presence also sheds light on the previous results on the subject.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1126,
author = {Vladas Pipiras and Murad S. Taqqu},
title = {Semi-additive functionals and cocycles in the context of self-similarity},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {30},
year = {2010},
pages = {149-177},
zbl = {1235.60035},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1126}
}
Vladas Pipiras; Murad S. Taqqu. Semi-additive functionals and cocycles in the context of self-similarity. Discussiones Mathematicae Probability and Statistics, Tome 30 (2010) pp. 149-177. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1126/
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