Self-similar stable processes arising from high-density limits of occupation times of particle systems

DOI10.1007/s11118-007-9067-zzbMath1143.60314arXiv0709.0773OpenAlexW3100909943MaRDI QIDQ2471751

Anna Talarczyk, Louis G. Gorostiza, Tomasz Bojdecki

Publication date: 18 February 2008

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.0773

zbMATH Keywords

Long-range dependenceBranching particle systemOccupation timeFunctional limit theoremSelf-similar stable process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)

Related Items (12)

Unnamed Item ⋮ Oscillatory fractional Brownian motion ⋮ 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 ⋮ Particle picture interpretation of some Gaussian processes related to fractional Brownian motion ⋮ Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion ⋮ Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) ⋮ Occupation times of subcritical branching immigration systems with Markov motions ⋮ Some path properties of weighted-fractional Brownian motion ⋮ A CLASS OF FRACTIONAL BROWNIAN FIELDS FROM BRANCHING SYSTEMS AND THEIR REGULARITY PROPERTIES ⋮ The quadratic covariation for a weighted fractional Brownian motion

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