Multistable processes and localizability

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15 Citations (Scopus)


We use characteristic functions to construct alpha-multistable measures and integrals, where the measures behave locally like stable measures, but with the stability index alpha(x) varying with x. This enables us to construct alpha-multistable processes on R, that is processes whose scaling limit at time t is an alpha(t)-stable process. We present several examples of such multistable processes and examine their localisability.
Original languageEnglish
Pages (from-to)503-526
Number of pages23
JournalStochastic Models
Issue number3
Early online date1 Aug 2012
Publication statusPublished - 2012


  • Localizable
  • Multistable measure
  • Multistable process
  • Scaling limit
  • Stable process


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