Periodically correlated and multivariate symmetric stable‎ ‎processes related to periodic and cyclic flows

Document Type : Research Paper


Academic Professor


‎In this work we introduce and study discrete time periodically correlated stable‎ ‎processes and multivariate stationary stable processes related to periodic and cyclic‎ ‎flows‎. ‎Our study involves producing a spectral representation and a‎ ‎spectral identification for such processes‎. ‎We show that the third‎ ‎component of a periodically correlated stable process has a component related to a‎ ‎periodic-cyclic flow‎.


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