Invariance principles for self-similar set-indexed random fields

DOI10.1090/S0002-9947-2014-06135-7zbMath1330.60055MaRDI QIDQ3190936

Olivier Durieu, Hermine Biermé

Publication date: 19 September 2014

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

self-similaritycentral limit theoreminvariance principlerandom fieldsset-indexed processes\(p\)-stabilityLévy fractional Brownian field

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (12)

Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ Unit roots test: spatial model with long memory errors ⋮ Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields ⋮ Unnamed Item ⋮ On limit theorems for fields of martingale differences ⋮ From random partitions to fractional Brownian sheets ⋮ Local Hölder regularity for set-indexed processes ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ A central limit theorem for fields of martingale differences ⋮ On the law of the iterated logarithm and strong invariance principles in stochastic geometry ⋮ Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields ⋮ Stable processes with stationary increments parameterized by metric spaces

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