Convergence of integrated processes of arbitrary Hermite rank
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Publication:4181029
DOI10.1007/BF00535674zbMath0397.60028MaRDI QIDQ4181029
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Fractional Brownian MotionWeak ConvergenceHermite RankRenormalization Group TheoryRosenblatt ProcessSelf-Similar and Scaling ProcessesWick Powers
Central limit and other weak theorems (60F05) Phase transitions (general) in equilibrium statistical mechanics (82B26) Stochastic processes (60G99)
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Cites Work
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- A representation for self-similar processes
- Gaussian and their subordinates self-similar random generalized fields
- Geometry of differential space
- Multiple Wiener integral
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Self-Similar Probability Distributions
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- Non-central limit theorems for non-linear functional of Gaussian fields
- Fractional Brownian Motions, Fractional Noises and Applications
- The Invariance Principle for Stationary Processes
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