A note on Rosenblatt distributions

DOI10.1016/S0167-7152(98)00109-6zbMath0951.60019OpenAlexW2098858572MaRDI QIDQ1807923

J. M. P. Albin

Publication date: 24 November 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00109-6

zbMATH Keywords

Laplace transformextreme valuescentral limit theoremdomain of attractionTauberian theoremnon-central limit theoremlocal limit theoremself-similar process\(\chi^2\) limit theorem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (22)

Properties of trajectories of a multifractional Rosenblatt process ⋮ A stochastic calculus for Rosenblatt processes ⋮ Properties and numerical evaluation of the Rosenblatt distribution ⋮ On the distribution of the Rosenblatt process ⋮ Regularization and integral representations of Hermite processes ⋮ On a class of self-similar processes with stationary increments in higher order Wiener chaoses ⋮ OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ Fractal dimensions of the Rosenblatt process ⋮ On the Asymptotic Behaviour of Superexponential Lévy Processes ⋮ A white noise approach to stochastic integration with respect to the Rosenblatt process ⋮ Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence ⋮ Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process ⋮ Wiener integrals with respect to the Hermite random field and applications to the wave equation ⋮ Semiparametric analysis of long-range dependence in nonlinear regression ⋮ Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem ⋮ On lower tail probabilities of positive random sums ⋮ Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions ⋮ Analysis of the Rosenblatt process ⋮ On extremal theory for self-similar processes ⋮ Generalized continuous time random walks and Hermite processes ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

Cites Work

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• Extremes of moving averages of random variables with finite endpoint
• On extremal theory for stationary processes
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• Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
• On extremal theory for self-similar processes
• Minima of \(H\)-valued Gaussian processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Non-central limit theorems for non-linear functional of Gaussian fields
• On a strong Tauberian result
• A Useful Convergence Theorem for Probability Distributions

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