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

Abstract

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 periodiccyclic flow. © 2014 Iranian Mathematical Society.