Strongly correlated random fields as observed by a random walker

DOI10.1007/BF00532965MaRDI QIDQ4743516zbMATH OpenFDO

Authors Reinhard Lang, Nguyen Xuan Xanh

Publication date 1983

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

zbMATH Keywords

stable lawnon-central limit theoremself-similar processmultiple Wiener-Ito integralstrongly correlated stationary random field

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05)

Cites work

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• A limit theorem related to a new class of self similar processes
• Gaussian and their subordinates self-similar random generalized fields
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Non-central limit theorems for non-linear functional of Gaussian fields
• Some Limit Theorems for Processes with Random Time

Cited in

(6)

• Stochastic calculus for Brownian motion on a Brownian fracture
• The extremes of random walks in random sceneries
• A law of the iterated logarithm for stable processes in random scenery
• A self-similar process arising from a random walk with random environment in random scenery
• Limit theorem for random walk in weakly dependent random scenery
• Some self-similar processes related to local times

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