A functional non-central limit theorem for multiple-stable processes with long-range dependence
From MaRDI portal
Publication:2196387
DOI10.1016/j.spa.2020.04.007zbMath1455.60050arXiv1902.00628OpenAlexW3019478538MaRDI QIDQ2196387
Takashi Owada, Yizao Wang, Shuyang Bai
Publication date: 2 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.00628
multiple integralheavy-tailed distributionlocal timelong-range dependenceinfinite ergodic theorystable regenerative set
Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
Related Items
Choquet random sup-measures with aggregations ⋮ Limit theorems for conservative flows on multiple stochastic integrals ⋮ Convergence of persistence diagrams for topological crackle ⋮ Representations of hermite processes using local time of intersecting stationary stable regenerative sets ⋮ Limit theorems for long-memory flows on Wiener chaos
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
- Operator renewal theory and mixing rates for dynamical systems with infinite measure
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
- An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
- Time-changed extremal process as a random sup measure
- A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Noncentral limit theorems for quadratic forms in random variables having long-range dependence
- Random multilinear forms
- Stationary regenerative sets and subordinators
- The asymptotic distributional behaviour of transformations preserving infinite measures
- Multiple stochastic integrals with respect to symmetric infinitely divisible random measures
- Classes of mixing stable processes
- Limit theorems for functionals of moving averages
- Empirical processes of long-memory sequences
- Stable random fields indexed by finitely generated free groups
- On the asymptotic expansion of the empirical process of long-memory moving averages
- Decomposition of self-similar stable mixed moving averages
- The structure of self-similar stable mixed moving averages
- On the structure of stationary stable processes
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Two coalescents derived from the ranges of stable subordinators
- Limit theorems for long-memory flows on Wiener chaos
- Extremal theory for long range dependent infinitely divisible processes
- Generalized Hermite processes, discrete chaos and limit theorems
- Stationary symmetric \(\alpha\)-stable discrete parameter random fields
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Null flows, positive flows and the structure of stationary symmetric stable processes
- Stochastic Processes and Long Range Dependence
- Random Measures, Theory and Applications
- Correlation asymptotics from large deviations in dynamical systems with infinite measure
- Intersections and limits of regenerative sets
- LIMIT LAWS FOR DISTORTED CRITICAL RETURN TIME PROCESSES IN INFINITE ERGODIC THEORY
- Nonsingular group actions and stationary S$\alpha $S random fields
- The set of real numbers left uncovered by random covering intervals
- Strong ratio limit property
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Ergodic structure and invariant densities of non-Markovian interval maps with indifferent fixed points
- Ergodic properties of infinite measure-preserving interval maps with indifferent fixed points
- The asymptotics of the Perron-Frobenius operator of a class of interval maps preserving infinite measures
- An Intrinsic Description of Local Time
- Semi-Stable Stochastic Processes
- Long-Memory Processes
- Theory of Random Sets
- Stable Non-Gaussian Self-Similar Processes with Stationary Increments
- Heavy-Tail Phenomena
- Limit theorems for occupation times of Markov processes
- Weakly Wandering Sets and Invariant Measures
- Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
- Stochastic integral representations and classification of sum- and max-infinitely divisible processes