Asymptotic properties of integral functionals of fractional Brownian fields

DOI10.1090/tpms/970zbMath1333.60076OpenAlexW2274402186MaRDI QIDQ2786950

V. I. Makogin

Publication date: 24 February 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/970

zbMATH Keywords

integral functionalsasymptotic behaviorlocal timefractional Brownian fieldsself-similar fields

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites Work

• Unnamed Item
• Strong limit theorems for anisotropic self-similar fields
• Joint continuity of the local times of fractional Brownian sheets
• Occupation densities
• Limit theorems for local times of fractional Brownian motions and some other self-similar processes
• Anisotropic analysis of some Gaussian models
• Local times of fractional Brownian sheets
• Fractal Analysis of Surface Roughness by Using Spatial Data
• Ergodic Property of the Brownian Motion Process

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