Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Behavior of the generalized Rosenblatt process at extreme critical exponent values - MaRDI portal

Behavior of the generalized Rosenblatt process at extreme critical exponent values

From MaRDI portal
Publication:2412672

DOI10.1214/15-AOP1087zbMath1392.60026arXiv1611.02791MaRDI QIDQ2412672

Murad S. Taqqu, Shuyang Bai

Publication date: 24 October 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02791




Related Items (19)

Spatial average for the solution to the heat equation with Rosenblatt noiseNon-Gaussian limit of a tracer motion in an incompressible flowNon symmetric Rosenblatt process over a compactStein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distancesLower bound for local oscillations of Hermite processesOn quadratic variations for the fractional-white wave equationThe basic distributional theory for the product of zero mean correlated normal random variablesBounding Kolmogorov distances through Wasserstein and related integral probability metricsInequalities for integrals of modified Bessel functions and expressions involving themA bound on the Wasserstein-2 distance between linear combinations of independent random variablesBehavior of the Hermite sheet with respect to the Hurst indexBounds for an integral of the modified Bessel function of the first kind and expressions involving itWasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. IGeneralized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculusOn a new Sheffer class of polynomials related to normal product distributionLimit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst indexBehavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEsWavelet-type expansion of the generalized Rosenblatt process and its rate of convergenceOptimal variance-Gamma approximation on the second Wiener chaos




This page was built for publication: Behavior of the generalized Rosenblatt process at extreme critical exponent values