Some long-range dependence processes arising from fluctuations of particle systems
DOI10.1007/s10440-004-7028-8zbMath1067.60013OpenAlexW2125351158MaRDI QIDQ1776822
Eliane R. Rodrigues, Reyla Navarro, Louis G. Gorostiza
Publication date: 12 May 2005
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-004-7028-8
fractional Brownian motionimmigrationlong memorysuperprocessbranching particle systemsub-fractional Brownian motionoccupation time fluctuationself-similar Gaussian process
Gaussian processes (60G15) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)
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Cites Work
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