On the mixing structure of stationary increment and self-similar   symmetric \alpha-stable processes
  Mixed moving average processes appear in the ergodic decomposition of stationary symmetric \alpha-stable (S\alpha S) processes. They correspond to the dissipative part of "deterministic" flows generating S\alpha S processes (Rosinski, 1995). Along these lines we study stationary increment and self-similar S\alpha S processes. Since the classes of stationary increment and self-similar processes can be embedded into the class of stationary processes by the Masani and Lamperti transformations, respectively, we characterize these classes of S\alpha S processes in terms of nonsingular flows and the related cocycles. We illustrate this approach considering various examples of self-similar mixed moving average S\alpha S processes introduced in (Surgailis, Rosinski, Mandrekar and Cambanis, 1992). 
Donatas Surgailis, Jan Rosinski, V. Mandrekar, and Stamatis Cambanis
math.PR