Intermittency and infinite variance: the case of integrated supou processes
From MaRDI portal
Publication:2042808
DOI10.1214/21-EJP623zbMath1480.60122arXiv1904.00100MaRDI QIDQ2042808
Danijel Grahovac, Murad S. Taqqu, Nikolai N. Leonenko
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.00100
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stable stochastic processes (60G52)
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INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS, Intermittency in the small-time behavior of Lévy processes
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