A functional non-central limit theorem for multiple-stable processes with long-range dependence
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Publication:2196387
DOI10.1016/j.spa.2020.04.007zbMath1455.60050arXiv1902.00628MaRDI QIDQ2196387
Shuyang Bai, Takashi Owada, Yizao Wang
Publication date: 2 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.00628
multiple integral; heavy-tailed distribution; local time; long-range dependence; infinite ergodic theory; stable regenerative set
60H05: Stochastic integrals
60G18: Self-similar stochastic processes
60F17: Functional limit theorems; invariance principles
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