From intersection local time to the Rosenblatt process

DOI10.1007/s10959-013-0535-7zbMath1346.60135arXiv1307.6159WikidataQ59408457 ScholiaQ59408457MaRDI QIDQ895915

Tomasz Bojdecki, Anna Talarczyk, Louis G. Gorostiza

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6159

zbMATH Keywords

long-range dependence; Rosenblatt process; intersection local time; particle system; white-noise analysis

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60H40: White noise theory

60G18: Self-similar stochastic processes

60F17: Functional limit theorems; invariance principles

60J55: Local time and additive functionals