SEMI-ADDITIVE FUNCTIONALS AND COCYCLES IN THE CONTEXT OF SELF-SIMILARITY

@article{Pipiras2004SEMIADDITIVEFA,
  title={SEMI-ADDITIVE FUNCTIONALS AND COCYCLES IN THE CONTEXT OF SELF-SIMILARITY},
  author={Vladas Pipiras and Murad S.Taqqu},
  journal={Discussiones Mathematicae Probability and Statistics},
  year={2004},
  volume={30},
  pages={149-177}
}
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. 
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