A limit theorem related to a new class of self similar processes

From MaRDI portal
Publication:4179604

DOI10.1007/BF00535672zbMath0396.60037MaRDI QIDQ4179604

Frank Spitzer, Harry Kesten

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items

Limit theorems related to a class of operator-self-similar processesGeneralized Divide and Color modelsThe extremes of random walks in random sceneriesLarge fluctuations and transport properties of the Lévy-Lorentz gasOn the quenched functional CLT in random sceneriesQuenched and averaged large deviations for random walks in random environments: the impact of disorderNon-Gaussian fluctuations of randomly trapped random walksThe strong approximation for the Kesten-Spitzer random walkExponential moments of self-intersection local times of stable random walks in subcritical dimensionsTransient random walk in ${\mathbb Z}^2$ with stationary orientationsShort Range and Long Range DependenceStrong clumping of super-Brownian motion in a stable catalytic mediumAn embedding for the Kesten-Spitzer random walk in random sceneryMarginal distributions of self-similar processes with stationary incrementsStrong approximation of spatial random walk in random scenery.A strong invariance principle for two-dimensional random walk in random scenery.Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\)Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walksThe quenched limiting distributions of a charged-polymer modelA universal result in almost sure central limit theory.On the local times of stationary processes with conditional local limit theoremsMixing properties of generalized \(T,T^{-1}\) transformationsOn three conjectures by K. E. ShulerSome self-similar processes related to local timesRandom rewards, fractional Brownian local times and stable self-similar processesMoments and distribution of the local time of a two-dimensional random walkRandom walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processesFlexibility of statistical properties for smooth systems satisfying the central limit theoremDiffusion in layered random flows, polymers, electrons in random potentials, and spin depolarization in random fieldsOperator-Self-Similar Processes in a Finite-Dimensional SpaceDiscrete approximation of a stable self-similar stationary increments processVariance of partial sums of stationary sequencesLocal limit theorem for randomly deforming billiardsDiffusivity bounds for 1D Brownian polymersEmpirical processes for recurrent and transient random walks in random sceneryLimit theorem for random walk in weakly dependent random sceneryQuenched trap model for Lévy flightsA functional CLT for the \(L^2\) modulus of continuity of local timeA self-similar process arising from a random walk with random environment in random sceneryLimit theorems for one and two-dimensional random walks in random sceneryAsymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theoryA local limit theorem for random walks in random scenery and on randomly oriented latticesHomogenization of parabolic equations with large time-dependent random potentialUpper limits of Sinai's walk in random sceneryChover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attractionSelf-normalized moderate deviations for random walk in random sceneryCritical branching in a highly fluctuating random mediumInterplay of analysis and probability in applied mathematics. Abstracts from the workshop held February 11--17, 2018Central limit theorems for nearly long range dependent subordinated linear processesStrong laws of large numbers for random walks in random sceneriesOptimal bounds for the variance of self-intersection local timesSample path properties of the local time of multifractional Brownian motionPersistence probabilities for stationary increment processesRandom walks in doubly random sceneryModerate deviations for a random walk in random sceneryWeak invariance principle for the local times of partial sums of Markov chainsCLT for random walks of commuting endomorphisms on compact abelian groupsA self normalized law of the iterated logarithm for random walk in random sceneryStrong approximation of additive functionalsAnomalous diffusion in a random velocity fieldQuenched tail estimate for the random walk in random scenery and in random layered conductanceLarge deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\)Relative complexity of random walks in random sceneriesLarge deviations for intersection local times in critical dimensionA law of the iterated logarithm for random walk in random scenery with deterministic normalizersFurther scaling exponents of random walks in random sceneriesOn the local time of random walk on the 2-dimensional combScaling exponents of random walks in random sceneries.Unnamed ItemAn invariance principle for the local time of a recurrent random walkDeviations of a random walk in a random scenery with stretched exponential tailsLimit theorems for U-statistics indexed by a one dimensional random walkA CLT for the \(L^{2}\) modulus of continuity of Brownian local timeReconstructing a two-color scenery by observing it along a simple random walk pathExamples of quasi-hyperbolic dynamical systems with slow decay of correlations.Large deviations and renormalization for Riesz potentials of stable intersection measuresSelf-intersection local times of additive processes: large deviation and law of the iterated logarithmExtremes for transient random walks in random sceneries under weak independence conditionsContinuous-time random walk between Lévy-spaced targets in the real lineThe sequential empirical process of a random walk in random sceneryGlobal observables for RW: law of large numbersModerate deviations for the self-normalized random walk in random sceneryCoupled continuous time-random walks in quenched random environmentA law of the iterated logarithm for stable processes in random sceneryA class of asymptotically self-similar stable processes with stationary incrementsThe extremes of a random scenery as seen by a random walk in a random environmentLog-fractional stable processesAN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSESSome limsup results for increments of stable processes in random sceneryOn infinitely divisible self-similar random fieldsMoments and distribution of the local times of a transient random walk on \(\mathbb Z^{d}\)LIMIT THEOREMS FOR SAMPLED DYNAMICAL SYSTEMSLimit theorems for additive functionals of random walks in random sceneryStochastic calculus for Brownian motion on a Brownian fractureDistinguishing sceneries by observing the scenery along a random walk pathQuenched tail estimate for the random walk in random scenery and in random layered conductance. II.Strongly correlated random fields as observed by a random walkerA self-similar process with nowhere bounded sample pathsSelf-similar random fieldsZones of attraction of self-similar multiple integralsFunctional limit theorems for \(U\)-statistics indexed by a random walk.A simple construction of the fractional Brownian motion.Almost sure approximation of the superposition of the random processesSome properties of a special class of self-similar processesOn extremal theory for self-similar processesDistribution of integral functionals of a Brownian motion processOn a class of self-similar processesStrong invariance for local timesFluctuations of the power variation of fractional Brownian motion in Brownian timeStrong approximation for the general Kesten-Spitzer random walk in independent random sceneryPossible sample paths of self-similar \(\alpha\)-stable processes



Cites Work


This page was built for publication: A limit theorem related to a new class of self similar processes