Meerschaert, Mark M.; Scheffler, Hans-Peter - In: Stochastic Processes and their Applications 84 (1999) 1, pp. 71-80
A stochastic process on a finite-dimensional real vector space is operator-self-similar if a linear time change produces a new process whose distributions scale back to those of the original process, where we allow scaling by a family of affine linear operators. We prove a spectral decomposition...