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

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(6 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spa.2012.03.004 / rank
Normal rank
 
Property / author
 
Property / author: Tomasz Bojdecki / rank
Normal rank
 
Property / author
 
Property / author: Anna Talarczyk / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2130488824 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1108.2745 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence towards two independent Gaussian processes from a unique Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A functional CLT for the occupation time of a state-dependent branching random walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-fractional Brownian motion and its relation to occupation times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation time fluctuations of an infinite-variance branching system in large dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-similar stable processes arising from high-density limits of occupation times of particle systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle systems with quasi-homogeneous initial states and their occupation time fluctuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation time fluctuations in branching systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3645508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for the occupation time functional of a Poisson system of independent Brownian particles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A series expansion of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple construction of the fractional Brownian motion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: High density limit theorems for infinite systems of unscaled branching Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Erratum to ``Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3537739 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple scale analysis of clusters in spatial branching models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4881598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation time fluctuations of weakly degenerate branching systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for the motion of a Poisson system of independent Markovian particles with high density / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5445969 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence to fractional brownian motion and to the rosenblatt process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some properties of the sub-fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the collision local time of sub-fractional Brownian motions / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPA.2012.03.004 / rank
 
Normal rank

Latest revision as of 17:11, 9 December 2024

scientific article
Language Label Description Also known as
English
Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
scientific article

    Statements

    Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (English)
    0 references
    0 references
    0 references
    1 June 2012
    0 references
    fractional Brownian motion
    0 references
    sub-fractional Brownian motion
    0 references
    negative sub-fractional Brownian motion
    0 references
    particle system
    0 references
    density process
    0 references
    occupation time fluctuation limit
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references