Occupation times of discrete-time fractional Brownian motion

DOI10.1142/S0219493719500096zbMath1488.60093arXiv1702.00427OpenAlexW2964035276MaRDI QIDQ4630520

Manfred Denker, Xiaofei Zheng

Publication date: 26 March 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.00427

zbMATH Keywords

fractional Brownian motionlocal timepointwise dual ergodicityMittag-Leffler distributionincrement processconditional local limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

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Cites Work

• The asymptotic distributional behaviour of transformations preserving infinite measures
• On Kallianpur-Robbins law for fractional Brownian motion
• On the local times of stationary processes with conditional local limit theorems
• On Occupation Times for Markoff Processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
• LOCAL LIMIT THEOREMS FOR PARTIAL SUMS OF STATIONARY SEQUENCES GENERATED BY GIBBS–MARKOV MAPS
• Corrections to the Paper "Remarks on Fluctuations of Sums of Independent Random Variables"
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