Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
From MaRDI portal
(Redirected from Publication:482839)
functional central limit theoremconservative flowDarling-Kac theorempointwise dual ergodicityself-similar processinverse stable subordinatorinfinitely divisible process
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18) Nonsingular (and infinite-measure preserving) transformations (37A40)
Abstract: We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L'{e}vy measures. The limit process is a new class of symmetric stable self-similar processes with stationary increments that coincides on a part of its parameter space with a previously described process. The normalizing sequence and the limiting process are determined by the ergodic-theoretical properties of the flow underlying the integral representation of the process. These properties can be interpreted as determining how long the memory of the stationary infinitely divisible process is. We also establish functional convergence, in a strong distributional sense, for conservative pointwise dual ergodic maps preserving an infinite measure.
Recommendations
- Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
- On the functional central limit theorem for stationary processes
- Refinement of the Functional Central Limit Theorem for Stationary Processes
- Functional central limit theorem for flows generated by stochastic equations with interaction
- Functional central limit theorems for sums of nearly nonstationary processes
- A functional central limit theorem for integrals of stationary mixing random fields
- The functional central limit theorem for strongly mixing processes
Cites work
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 3423366 (Why is no real title available?)
- scientific article; zbMATH DE number 3947305 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3459684 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 486467 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1027990 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Classes of mixing stable processes
- Convergence of integrated processes of arbitrary Hermite rank
- Discrete approximation of a stable self-similar stationary increments process
- Distributional limit theorems in infinite ergodic theory
- Distributions of subadditive functionals of sample paths of infinitely divisible processes
- Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
- Ergodic properties of Poissonian ID processes
- Ergodic properties of infinite measure-preserving interval maps with indifferent fixed points
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
- Infinite measure preserving transformations with compact first regeneration
- Introductory lectures on fluctuations of Lévy processes with applications.
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Limit theorems for occupation times of Markov processes
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- Long Range Dependence
- Markov Processes, Gaussian Processes, and Local Times
- Mixing limit theorems for ergodic transformations
- Non-central limit theorems for non-linear functional of Gaussian fields
- Null flows, positive flows and the structure of stationary symmetric stable processes
- On Interchanging Limits and Integrals
- On Occupation Times for Markoff Processes
- On a class of self-similar processes
- On the Rate of Approximation in Limit Theorems for Sums of Moving Averages
- On the structure of stationary stable processes
- Random rewards, fractional Brownian local times and stable self-similar processes
- Recent advances in invariance principles for stationary sequences
- Sample function properties of multi-parameter stable processes
- Semi-Stable Stochastic Processes
- Simple conditions for mixing of infinitely divisible processes
- Spectral representations of infinitely divisible processes
- Stochastic-Process Limits
- The asymptotic distributional behaviour of transformations preserving infinite measures
- The equivalence of ergodicity and weak mixing for infinitely divisible processes
- Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
Cited in
(27)- Choquet random sup-measures with aggregations
- From infinite urn schemes to self-similar stable processes
- Extremal theory for long range dependent infinitely divisible processes
- Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
- Functional limit theorem for occupation time processes of intermittent maps
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Self-similar stochastic processes with stationary increments as limits of particle systems
- Joint sum-and-max limit for a class of long-range dependent processes with heavy tails
- Functional central limit theorem in an infinite urn scheme for distributions with superheavy tails
- Time-changed extremal process as a random sup measure
- Arcsine and Darling–Kac laws for piecewise linear random interval maps
- Limit theorems for conservative flows on multiple stochastic integrals
- Limit theorems for long-memory flows on Wiener chaos
- Maximal moments and uniform modulus of continuity for stable random fields
- Phase transition for extremes of a family of stationary multiple-stable processes
- Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks
- Simulations for Karlin random fields
- Functional limit theorems for dynamical systems with correlated maximal sets
- Tail processes for stable-regenerative multiple-stable model
- Fractionally integrated inverse stable subordinators
- Stable random fields indexed by finitely generated free groups
- Extreme value theory for long-range-dependent stable random fields
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Random walks in doubly random scenery
- Functional limit theorem without centering for general shot-noise processes
This page was built for publication: Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q482839)
