Operator self similar stochastic processes in \(R^ n\).

DOI10.1016/0304-4149(81)90012-0zbMath0472.60006OpenAlexW2028939984WikidataQ128081889 ScholiaQ128081889MaRDI QIDQ1157827

Vijay K. Rohatgi, R. G. Laha

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(81)90012-0

zbMATH Keywords

stationary independent incrementsoperator self similar processesproper operator stable measure

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Convergence of probability measures (60B10)

Related Items

Operator-self-similar stable processes ⋮ On operator fractional Lévy motion: integral representations and time-reversibility ⋮ Limit theorems for functionals of Gaussian vectors ⋮ Operator-Self-Similar Processes in a Finite-Dimensional Space ⋮ Convergence in law to operator fractional Brownian motions ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ Operator self-similar processes and functional central limit theorems ⋮ On the carrying dimension of occupation measures for self-affine random fields ⋮ Limit theorems in the context of multivariate long-range dependence ⋮ Convergence in law to operator fractional Brownian motion of Riemann-Liouville type ⋮ Exponents, symmetry groups and classification of operator fractional Brownian motions ⋮ Wavelet eigenvalue regression in high dimensions ⋮ Integral representations and properties of operator fractional Brownian motions ⋮ Operator self similar stochastic processes in \(R^ n\). ⋮ The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields ⋮ Limit theorems for Hilbert space-valued linear processes under long range dependence ⋮ On integral representations of operator fractional Brownian fields ⋮ Multivariate operator-self-similar random fields ⋮ A note on operator self-similar Gaussian vector fields ⋮ Operator semi-self-similar processes and their space-scaling matrices ⋮ Self-similar processes with independent increments ⋮ Exponents of operator self-similar random fields ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Some results about the sample path properties of Markov processes with independent self-similar components ⋮ OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes ⋮ Covariance function of vector self-similar processes ⋮ Spectral analysis of multifractional LRD functional time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Operator self similar stochastic processes in \(R^ n\).
• Weak convergence with random indices
• Gaussian and their subordinates self-similar random generalized fields
• On convergence of types and processes in Euclidean space
• Semi-Stable Stochastic Processes
• Convergence of types in k-space
• Operator-Stable Probability Distributions on Vector Groups