Invariance principles for self-similar set-indexed random fields
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\(p\)-stabilitycentral limit theoreminvariance principleLévy fractional Brownian fieldrandom fieldsself-similarityset-indexed processes
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Random fields (60G60)
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- Integral-geometric construction of self-similar stable processes
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Cited in
(16)- Invariance principles for partial sum processes and empirical processes indexed by sets
- Unit roots test: spatial model with long memory errors
- On limit theorems for fields of martingale differences
- From random partitions to fractional Brownian sheets
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry
- Operator-scaling Gaussian random fields via aggregation
- Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
- Limit theorems for weighted Bernoulli random fields under Hannan's condition
- Invariance properties of random vectors and stochastic processes based on the zonoid concept
- Local Hölder regularity for set-indexed processes
- Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
- A central limit theorem for fields of martingale differences
- U-statistics of local sample moments under weak dependence
- Moment inequalities for sums of weakly dependent random fields
- Empirical limit theorems for Wiener chaos
- Stable processes with stationary increments parameterized by metric spaces
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