Self-Similar Probability Distributions

From MaRDI portal
Publication:4130717

DOI10.1137/1121005zbMath0358.60031OpenAlexW2094211891MaRDI QIDQ4130717

Yakov G. Sinai

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121005




Related Items (37)

Constant-length random substitutions and Gibbs measuresScaling transformations for {0, 1}-valued sequencesLong memory processes and fractional integration in econometricsAveraged periodogram estimation of long memoryAsymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observationsAn informatic approach to a long memory stationary processAsymptotic behavior of the Whittle estimator for the increments of a Rosenblatt processA generalization of Pisier homogeneous Banach algebramBm-based scalings of traffic propagated in internetOn zeros of bilateral Hurwitz and periodic zeta and zeta star functionsThe effect of round-off error on long memory processesA new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parametersAsymptotic equivalence for regression under fractional noiseFractal time series -- A tutorial reviewA CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSESLaw of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependenceAsymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noiseRegularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theoryConvergence of integrated processes of arbitrary Hermite rankWavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motionThe nature of discrete second-order self-similaritySuperposition of Diffusions with Linear Generator and its Multifractal Limit ProcessNon-Gibbsian limit for large-block majority-spin transformationsA Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory ParameterZeros of Gaussian power series, Hardy spaces and determinantal point processesScaling limits of solutions of linear stochastic differential equations driven by Lévy white noisesHierarchical model of a vector ferromagnet. Selfsimilar block-spin distributions and the Lee-Yang theoremFirst passage time distribution for anomalous diffusionStable self-similar fieldsGenerating diffusions with fractional Brownian motionConsistent order selection with strongly dependent data and its application to efficient estimation.Rough homogenisation with fractional dynamicsTesting for strong serial correlation and dynamic conditional heteroskedasticity in multiple regressionThe spectra and periodograms of anti-correlated discrete fractional Gaussian noiseCentral limit theorems for quadratic forms in random variables having long-range dependenceFunctional limit theorems for the fractional Ornstein-Uhlenbeck processA bootstrap causality test for covariance stationary processes




This page was built for publication: Self-Similar Probability Distributions