Strongly correlated random fields as observed by a random walker

DOI10.1007/BF00532965zbMath0506.60046MaRDI QIDQ4743516

Nguyen Xuan Xanh, Reinhard Lang

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

stable lawnon-central limit theoremself-similar processmultiple Wiener-Ito integralstrongly correlated stationary random field

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05)

Related Items

Some self-similar processes related to local times ⋮ The extremes of random walks in random sceneries ⋮ Limit theorem for random walk in weakly dependent random scenery ⋮ A self-similar process arising from a random walk with random environment in random scenery ⋮ A law of the iterated logarithm for stable processes in random scenery ⋮ Stochastic calculus for Brownian motion on a Brownian fracture

Cites Work

• Multiple Wiener-Ito integrals. With applications to limit theorems
• Gaussian and their subordinates self-similar random generalized fields
• Some Limit Theorems for Processes with Random Time
• A limit theorem related to a new class of self similar processes
• Non-central limit theorems for non-linear functional of Gaussian fields
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