In this note, we introduce the notion of $\alpha$-IDT processes which is obtained from a slight and fundamental modification of the IDT property. Several examples of $\alpha$-IDT processes are given and Gaussian processes which are $\alpha$-IDT are characterized. A kind example of this Gaussian $\alpha$-IDT is the standard fractional Brownian motion. Also, we invest some links between the $\alpha$-IDT property, with selfdecomposability, temporal selfdecomposability, stability and self similarity.
Categories: math.PR