Occupation time limits of inhomogeneous Poisson systems of independent particles
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Publication:2469489
DOI10.1016/j.spa.2007.03.008zbMath1139.60316arXivmath/0609290OpenAlexW2104930901MaRDI QIDQ2469489
Anna Talarczyk, Louis G. Gorostiza, Tomasz Bojdecki
Publication date: 6 February 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609290
functional limit theoremoccupation timelong range dependencegeneralized Wiener processinhomogeneous Poisson system
Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
Related Items (16)
Functional central limit theorems for supercritical superprocesses ⋮ Arbitrage with fractional Gaussian processes ⋮ Unnamed Item ⋮ Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion ⋮ Occupation time fluctuations of weakly degenerate branching systems ⋮ Fluctuation limits of strongly degenerate branching systems ⋮ Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion ⋮ Central limit theorems for supercritical branching Markov processes ⋮ Self-similar stable processes arising from high-density limits of occupation times of particle systems ⋮ Functional central limit theorem for additive functionals of \(\alpha \)-stable processes ⋮ Occupation times of subcritical branching immigration systems with Markov motions ⋮ Some path properties of weighted-fractional Brownian motion ⋮ OCCUPATION TIME FLUCTUATION LIMITS OF INFINITE VARIANCE EQUILIBRIUM BRANCHING SYSTEMS ⋮ Unnamed Item ⋮ RIEMANN–LIOUVILLE PROCESSES ARISING FROM BRANCHING PARTICLE SYSTEMS ⋮ The quadratic covariation for a weighted fractional Brownian motion
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