Limit theorems related to a class of operator-self-similar processes

DOI10.1017/S0027763000005687zbMath0865.60033MaRDI QIDQ5285320

Makoto Maejima

Publication date: 7 July 1997

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

random walk; operator-self-similar processes; operator-self-similar; operator-stable random vector

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G50: Sums of independent random variables; random walks

60G18: Self-similar stochastic processes

60F17: Functional limit theorems; invariance principles

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

Related Items

Limit theorems for U-statistics indexed by a one dimensional random walk, The extremes of random walks in random sceneries, Exponents, symmetry groups and classification of operator fractional Brownian motions, Limit theorem for random walk in weakly dependent random scenery, A self-similar process arising from a random walk with random environment in random scenery

Cites Work

• Unnamed Item
• The symmetry group and exponents of operator stable probability measures
• Moments of distributions attracted to operator-stable laws
• Operator-stable distributions and stable marginals
• Operator-stable laws
• Operator-self-similar stable processes
• Self-similar processes with independent increments
• A limit theorem related to a new class of self similar processes