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

DOI10.1017/S0027763000005687MaRDI QIDQ5285320zbMATH OpenOpenAlexFDO

Authors M. Maejima

Publication date 7 July 1997

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

Full work available at URL https://doi.org/10.1017/s0027763000005687

zbMATH Keywords

random walkoperator-self-similar processesoperator-self-similaroperator-stable random vector

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Self-similar stochastic processes (60G18)

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Cites work

• scientific article; zbMATH DE number 837326 (Why is no real title available?)
• A limit theorem related to a new class of self similar processes
• Moments of distributions attracted to operator-stable laws
• Operator-self-similar stable processes
• Operator-stable distributions and stable marginals
• Operator-stable laws
• Self-similar processes with independent increments
• The symmetry group and exponents of operator stable probability measures

Cited in

(14)

• Operator self-similar processes and functional central limit theorems
• Operator-self-similar stable processes
• scientific article; zbMATH DE number 3930021 (Why is no real title available?)
• scientific article; zbMATH DE number 837326 (Why is no real title available?)
• Operator self-similar processes on Banach spaces
• Limit theorems for U-statistics indexed by a one dimensional random walk
• The extremes of random walks in random sceneries
• Spectral decomposition for operator self-similar processes and their generalized domains of attraction
• A self-similar process arising from a random walk with random environment in random scenery
• scientific article; zbMATH DE number 4078408 (Why is no real title available?)
• Limit theorem for random walk in weakly dependent random scenery
• Limit theorems for shift selfsimilar additive random sequences
• Limit theorems for functionals of Gaussian vectors
• Exponents, symmetry groups and classification of operator fractional Brownian motions

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