Generalized Hermite processes, discrete chaos and limit theorems
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Publication:2436796
DOI10.1016/j.spa.2013.12.011zbMath1282.60043arXiv1309.3241OpenAlexW2016323189MaRDI QIDQ2436796
Publication date: 26 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.3241
Related Items (25)
Scaling transition for nonlinear random fields with long-range dependence ⋮ A unified approach to self-normalized block sampling ⋮ Discretizing Malliavin calculus ⋮ Wiener integrals with respect to the two-parameter tempered Hermite random fields ⋮ Non-Gaussian limit of a tracer motion in an incompressible flow ⋮ Tempered Hermite process ⋮ Non symmetric Rosenblatt process over a compact ⋮ On stationarity properties of generalized Hermite-type processes ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Lower bound for local oscillations of Hermite processes ⋮ The overdamped generalized Langevin equation with Hermite noise ⋮ Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process ⋮ Besov-Orlicz path regularity of non-Gaussian processes ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise ⋮ Structure of the third moment of the generalized Rosenblatt distribution ⋮ Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order ⋮ The universality of homogeneous polynomial forms and critical limits ⋮ Convergence of long-memory discrete \(k\)th order Volterra processes ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Modeling temporally uncorrelated components of complex-valued stationary processes ⋮ Stochastic integration with respect to fractional processes in Banach spaces ⋮ PRICING DERIVATIVES IN HERMITE MARKETS ⋮ Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence ⋮ Path properties of a generalized fractional Brownian motion
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