Self-Similar Probability Distributions

DOI10.1137/1121005MaRDI QIDQ4130717zbMATH OpenOpenAlexFDO

Authors Ya. G. Sinai

Publication date 1976

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1121005

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited in

(40)

• Central limit theorems for quadratic forms in random variables having long-range dependence
• First passage time distribution for anomalous diffusion
• Constant-length random substitutions and Gibbs measures
• Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
• Hierarchical model of a vector ferromagnet. Selfsimilar block-spin distributions and the Lee-Yang theorem
• Consistent order selection with strongly dependent data and its application to efficient estimation.
• The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
• Long memory processes and fractional integration in econometrics
• Averaged periodogram estimation of long memory
• Zeros of Gaussian power series, Hardy spaces and determinantal point processes
• Generating diffusions with fractional Brownian motion
• Rough homogenisation with fractional dynamics
• Functional limit theorems for the fractional Ornstein-Uhlenbeck process
• Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
• Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory
• A bootstrap causality test for covariance stationary processes
• A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
• Scaling transformations for {0, 1}-valued sequences
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Convergence of integrated processes of arbitrary Hermite rank
• The nature of discrete second-order self-similarity
• Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
• Asymptotic equivalence for regression under fractional noise
• A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
• A self-normalized semi-parametric test to detect changes in the long memory parameter
• An informatic approach to a long memory stationary process
• A generalization of Pisier homogeneous Banach algebra
• On zeros of bilateral Hurwitz and periodic zeta and zeta star functions
• mBm-based scalings of traffic propagated in internet
• The values of zeta functions composed by the Hurwitz and periodic zeta functions at integers
• Fractional Gaussian noise: spectral density and estimation methods
• On long-range dependent time series driven by pseudo-Poisson type processes
• Non-Gibbsian limit for large-block majority-spin transformations
• Stable self-similar fields
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
• The effect of round-off error on long memory processes
• Fractal time series -- A tutorial review

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