Asymptotic properties of integral functionals of fractional Brownian fields

DOI10.1090/TPMS/970MaRDI QIDQ2786950zbMATH OpenOpenAlexFDO

Authors V. I. Makogin

Publication date 24 February 2016

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/970

zbMATH Keywords

asymptotic behaviorfractional Brownian fieldsintegral functionalslocal timeself-similar fields

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Local time and additive functionals (60J55)

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Cites work

• Anisotropic analysis of some Gaussian models
• Ergodic Property of the Brownian Motion Process
• Fractal Analysis of Surface Roughness by Using Spatial Data
• scientific article; zbMATH DE number 1494219 (Why is no real title available?)
• Joint continuity of the local times of fractional Brownian sheets
• Limit theorems for local times of fractional Brownian motions and some other self-similar processes
• Local times of fractional Brownian sheets
• Occupation densities
• Strong limit theorems for anisotropic self-similar fields

Cited in

(5)

• Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
• Asymptotic properties of integral functionals of geometric stochastic processes
• Lamperti-type theorems for random fields
• Strong limit theorems for anisotropic self-similar fields
• Limit theorems for multifractal products of random fields

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