On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
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Publication:3984302
DOI10.2307/2001803zbMath0741.60026OpenAlexW4230425835MaRDI QIDQ3984302
Publication date: 27 June 1992
Full work available at URL: https://doi.org/10.2307/2001803
weak convergencefractional Brownian motionsself-similar processfractional stable motionsHermite processes
Measure-preserving transformations (28D05) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Limiting curves for the Pascal adic transformation ⋮ Central limit theorem for sampled sums of dependent random variables ⋮ Local limit theorem in deterministic systems ⋮ On central limit theorems, modulus of continuity and Diophantine type for irrational rotations ⋮ Invariance principles and Gaussian approximation for strictly stationary processes
Cites Work
- Multiple Wiener-Itô integrals. With applications to limit theorems
- A note on the almost sure central limit theorem
- Two classes of self-similar stable processes with stationary increments
- Harmonic, Gibbs and Hausdorff measures on repellers for holomorphic maps. I
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- Gaussian and their subordinates self-similar random generalized fields
- A survey of functional laws of the iterated logarithm for self-similar processes
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- Almost sure invariance principles for partial sums of weakly dependent random variables
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- Fractional Brownian Motions, Fractional Noises and Applications
- On Strassen's version of the law of the iterated logarithm for Gaussian processes
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