Limit theorems for additive functionals of some self-similar Gaussian processes

DOI10.1214/24-AAP2096MaRDI QIDQ7034153zbMATH OpenFDO

Authors Minhao Hong, Heguang Liu, Fangjun Xu

Publication date 31 January 2025

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AAP2096

zbMATH Keywords

enhanced chaining argumentlimit theoremsmethod of momentsself-similar Gaussian processesstrong local nondeterminism property

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Cites work

• Approximation of fractional local times: zero energy and derivatives
• Central limit theorem for an additive functional of the fractional Brownian motion. II.
• Derivatives of local times for some Gaussian fields
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Joint continuity of Gaussian local times
• Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
• Limit theorems for additive functionals of the fractional Brownian motion
• Limit theorems for functionals of two independent Gaussian processes
• Local nondeterminism and local times for stable processes
• Probability. Theory and examples.
• Sample path properties of bifractional Brownian motion

Cited in

(3)

• Functional limit theorems for some self-similar Gaussian processes in critical and subcritical cases
• Exact convergence rates to derivatives of local time for some self-similar Gaussian processes
• On the passage times of self-similar Gaussian processes on curved boundaries

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