Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence
Year of publication: |
2004-07-05
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Authors: | Bojdecki, T. ; Gorostiza, Luis G. ; Talarczyk, A. |
Institutions: | Départment des sciences administratives, Université du Québec en Outaouais (UQO) |
Subject: | Functional central limit theorem | Occupation time uctuation | Branching particle system | Distribution-valued Gaussian process | Fractional Brownian motion | Sub-fractional Brownian motion | Long-range dependence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number lrsp-TRS402 15 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General |
Source: |
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Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems
Gorostiza, Luis G., (2004)
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Sub-fractional Brownian motion and its relation to occupation times
Bojdecki, Tomasz, (2004)
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Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions
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A Long Range Dependence Stable Process and an Infinite Variance Branching System
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