Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526): Difference between revisions

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-Tomasz Bojdecki
@@ Property / author: Tomasz Bojdecki / rank @@
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-Anna Talarczyk
@@ Property / author: Anna Talarczyk / rank @@
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+MaRDI publication profile
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+W2130488824
@@ Property / OpenAlex ID: W2130488824 / rank @@
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+.2745
@@ Property / arXiv ID: 1108.2745 / rank @@
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@@ Property / cites work @@
+Weak convergence towards two independent Gaussian processes from a unique Poisson process
+Normal rank
@@ Property / cites work @@
+A functional CLT for the occupation time of a state-dependent branching random walk
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+Sub-fractional Brownian motion and its relation to occupation times
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+Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
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+Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
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+Occupation time fluctuations of an infinite-variance branching system in large dimensions
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+Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
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+Self-similar stable processes arising from high-density limits of occupation times of particle systems
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+Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
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+Occupation time fluctuations in branching systems
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+Q3645508
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+Large deviations for the occupation time functional of a Poisson system of independent Brownian particles
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+A series expansion of fractional Brownian motion
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+A simple construction of the fractional Brownian motion.
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+High density limit theorems for infinite systems of unscaled branching Brownian motions
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+Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes.
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+Erratum to ``Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes''
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+Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
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+Occupation time fluctuations of weakly degenerate branching systems
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+Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Some properties of the sub-fractional Brownian motion
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+On the collision local time of sub-fractional Brownian motions
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@@ links / mardi / name / links / mardi / name @@
+Publication:424526